According to vg247.com Rockstar Games will not be attending the E3 this year. Apparently, many publisher do not consider the E3 a good place to announce new games, simply because they might not get enough attention when there’s so much other stuff going on.
Other games that we expected to see at the E3 2010 are Max Payne 3 and LA Noire. Especially Max Payne 3 has been in development for some time now. The last Max Payne 3 screenshots date back to June 2009: