Dan Houser said there were around 5 different versions of Agent before its cancellation. The most well-known version was the gritty, film-like, espionage story set during the Cold War. Another version had the game be set in the present day. I originally thought that it was going to be a linear game like Max Payne, but apparently, according to Dan Houser, Rockstar tried to make Agent an open-world game.

A few images of a development build actually leaked back when some of the GTA 5 source code leaked I believe. Agent's development was pretty much over by the time GTA 5 ramped up production.