GTA V - Frozen Alien Easter Egg

After you have left the bank, and are headed to the helicopter location. You will be following on the road, but instead of continuing on, you will go until you are at the point where you reach the train tracks, you will then drive off the side of the road instead, into the frozen river. Once you are off the road, and under the bridge. You will jump out of your car, and walk over to the area with ice. Once you reach about the middle of the area, you will begin to see an alien-like creature. With the teeth and everything.

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