What is the name of the final mission in Grand Theft Auto III?

The final mission in Grand Theft Auto III is called "The Exchange." It is the climactic mission of Claude's conflict with Catalina and the Colombian Cartel, and it takes place in Shoreside Vale.

Catalina arranges an exchange involving Maria and a ransom payment, but the meeting is a trap. Claude must fight through Cartel forces, rescue Maria, and pursue Catalina after she flees. The mission culminates in a helicopter chase and a battle at the dam, where Catalina is killed.

The title refers to the planned ransom exchange, but it also marks the final reversal in Claude and Catalina's relationship. Earlier in the game, Catalina betrays Claude during a bank robbery and leaves him for dead, triggering the revenge plot that drives much of the story.

"Last Requests" is a Salvatore Leone mission that unlocks access to Staunton Island, while "Sayonara Salvatore" is the mission in which Claude kills Salvatore. "Rumble" is a separate D-Ice mission. None is the game's ending; "The Exchange" is the canonical final story mission.