What is the name of the first expansion pack for Grand Theft Auto IV?

The first expansion pack for Grand Theft Auto IV was The Lost and Damned.

Grand Theft Auto IV: The Lost and Damned was released for Xbox 360 on 17 February 2009. It follows Johnny Klebitz, vice-president of the Alderney chapter of The Lost motorcycle club, whose conflicts with rival gangs, drug dealers, and his own leadership shape the story.

The expansion takes place concurrently with Grand Theft Auto IV and later The Ballad of Gay Tony. Several events, including the theft and exchange of valuable diamonds, appear from different characters’ perspectives across the connected stories. It also adds new missions, weapons, vehicles, activities, radio content, and multiplayer modes.

Episodes from Liberty City is not the name of the first expansion itself. It is a later compilation containing both The Lost and Damned and The Ballad of Gay Tony. The Ballad of Gay Tony was the second episodic expansion.