Cars ran out of fuel in endurance races in GT4. It ususally only applied to the longer-distance races, but it was visible in anything around ten laps or more in length.
I ran the cammer Mustang last night on Lemans and after 2 laps I was down a bit over 1/8 of a tank. Seems like that one would only get about 6-7 laps before it would need to refuel.