This page tells you how to steal vehicles in Mafia Definitive Edition. There are four main ways to do it. In addition, you can learn about alternative ways of obtaining vehicles necessary for completing missions.
The first three methods involve stealing parked vehicles. The first option is to break the window. The advantage of this method is that you can quickly get inside a vehicle. The disadvantage, however, is that the action will be noticed by bystanders who can call the police. Use this technique only if you are in a hurry to get a new car.
The second variant is to use a lockpick to open the vehicle's door. You can do this from mission 4 – Ordinary Routine Onward. At the very beginning of mission 4, mechanic Ralphie teaches Tommy how to break into vehicles and gives him a lockpick (it has an infinite amount of use).
It takes a few extra seconds to open a car using a lockpick, but it doesn't seem as conspicuous as smashing a window. There is still a small risk that theft will be noticed by someone, but it's still a great way to steal vehicles if you're not rushed by enemy fire or mission objectives.
The third option is to steal a parked convertible or motorcycle. Tommy does not have to break the glass or use the lockpick. As a result, they are the best option for getting a new vehicle – you won't alert anyone when stealing them.
The last way of stealing a vehicle is to throw drivers out of their vehicles. You can block the road beforehand or, for example, run up to a vehicle after it stopped at a red light. Just as with breaking a window, theft will attract the attention of the entire area – this method involves a very high risk of starting a police pursuit. Use this method if you need to change a vehicle fast or, for example, if you have noticed a new model of car that you want to add to your collection.
Using available vehicles
In most story missions, you receive the first vehicle for free – you usually stick with it through the entire mission (sometimes changing a vehicle is impossible because of the mission). You can try to stay with the vehicle assigned by the game until the end of the mission.
All unlocked vehicles are moved to Tommy's garage, which is adjacent to Salieri's Bar. You can use them, e.g. to explore the game's world, or during missions that have no restrictions regarding the vehicles.
Additional note: You don't have to drive stolen vehicles to the garage in person. The game automatically records the fact that you have found a new type of vehicle. Even if you stop using that machine, it will still be waiting for you in the garage.