Many things can contribute to this:
- Getting pulled out of a car/bike/helicopter/plane/boat.
- On the ground as a cop is standing over the player (mainly in hand-to-hand combat).
- Getting knocked over while trying to steal a cop car (while a cop is inside).
- Being held at gun point by an officer. If the player decides not to run away, they'll be cuffed (in GTA IV)
As a result of getting busted the player will lose all of their weapons (except in GTA San Andreas, if the player has Barbara Schternvart as a girlfriend) and fail any mission they were currently taking part in.
In GTA Vice City Stories, the player can repurchase their weapons for $2,000.
In GTA San Andreas, when Carl Johnson gets busted, he will respond either positively or negatively to the officer, depending on the wanted star level.
In GTA Chinatown Wars, if you are busted, you lose all of the drugs you are currently carrying, but drugs in your stash box will be safe.