In an interview by Crave Online, Iggy Pop has claimed that he is doing voice work for GTA IV. However the interview mainly focused on his music, so there wasn't much else said about it. Here is the excerpt:

Crave Online: This isn't your first time doing a voiceover either. You did an episode of American Dad, right?

Iggy Pop: Yeah I did. In fact I just did something for Grand Theft Auto 4 last night so I do a bit of stuff yeah.

Thanks to Pandazoot for finding this.

Related Links: Iggy Pop Interview, GTAForums Topic