Max Payne was born in the 1960s to Jack Payne and Helen Payne. His father was a Vietnam war veteran that suffered from post traumatic stress disorder, and often cheated on Max's mother. Jack always wanted to "toughen up" Max, and showed rarely any affection. Max's mother started drinking heavily, and died from unspecified causes in 1976. Max then turned against his father, and intimidated him once with a toy revolver. Jack died in 1979, 3 years after his wife, leaving Max and orphan.
His grandfather was an important influence on him. He would often comfort him in times of pain, and tell him mythical stories.
At the start of the first game, we see Max Payne as a Detective working for the NYPD with a loving wife, a newborn child and a home in the suburbs: 'The American Dream', as it is poetically referred to throughout the game. But this dreamscape is quickly shattered when his home is broken into and his family are brutally murdered by a bunch of low level criminals high on the designer drug Valkyr. This sends Max on a murderous quest for revenge, leading him to join the DEA and go undercover in a personal mission to find the source of Valkyr and rid it from New York City.
However, things are not as simple as it seems and after a run in with an assassin, Mona Sax, it seems Max has uncovered a conspiracy leading all the way to the Aesir Pharmaceutical Corporation. Leaving a trail of bodies in his wake and teaming up with the Russian mob and the senator Alfred Woden, Max arrives at the Aesir building looking to take his final revenge on Nicole Horne, the head of the Corporation and the woman who commissioned the Valkyr drug testing which led to his families death.
Upon killing her, Max is taken into custody by the police, well aware that the alliances he's made and the evidence he has will see him get through the prison system quickly. See the game page for a more detailed synopsis.
Max Payne 2: The Fall of Max Payne
In the sequel, we learn that Max's alliances did pay off, allowing him to avoid jail and return to the NYPD where he is received as a hero who helped clean up the streets, albeit by going on a vigilante rampage. His guilt and pain, however, have turned him to alcohol and phone-sex lines.
On what he believes to be a normal patrol, Max hears a gunshot coming from a local gun warehouse. On closer inspection, he discovers that the place was being cleared out by The Squeaky Cleaning company, the front for a group of well-trained killers who are preparing for a large scale mob war in New York City. While investigating the company, a hit is put out on him by their boss and the assassin sent to gun him down is none other than Mona Sax, the assassin he fell in love with in the first game.
Rather than kill him, Mona helps him to investigate the Squeaky Cleaners and together, they discover that it was Max's one time friend, Vladimir Lem, who wanted him dead as he knew Max would be a thorn in his side during his war against the Italians. See the game page for a more detailed synopsis.
Max Payne 3
Set nine years after the events of Max Payne 2, Max is now a retired NYPD cop, an alcoholic and addicted to pain killers. Max Payne runs out of the States on a rail, and begins working private security for wealthy industrialist Rodrigo Branco in São Paulo, Brazil. However, things goes from bad to worse when Rodrigo Branco's wife, Fabiana, is kidnapped. See the game page for a more detailed synopsis.
Both games in the franchise are described as Film Noir stories and even though they both follow different strands with the original game being a revenge thriller and the sequel being more of a True Romance-style love story, in both games, Max fits the tragic Noir hero archetype perfectly. Tackling insurmountable odds, Max faces every situation with John McClane type wit and a very dark sense of humor which fit perfectly with his nothing-to-lose demeanor.
Also, as he is the hero, he has the power to enter bullet time, something only he and Mona can do, and the ability of being able to take vast amounts of damage while only needing a few painkillers to heal.
In Max Payne, Max is acting as a vigilante, and so spends the game in typical street clothes: A leather jacket, a white T-Shirt and a pair of black pants. All very unassuming and very reminiscent of Neo, the hero from The Matrix, with whom he shares the bullet time ability. Also, due to the relatively low budget of the game, Remedy had to use their staff in the in-game graphic novel scenes, leading to Max being played by Sam Lake, the head writer of the franchise, who gave him his trademark "constipated sneer" look.
In the second game, Max is back on the force, so he's kitted out in relatively smart office suit but still has his trademark leather trench coat. As this game had a larger budget, Max is now played by actor Timothy Gibbs who gives Max a more rugged, worn appearance than he had in the first game. Through both games, Max is voiced by James McCaffrey.
In Max Payne 3, Max's present day look is shaven headed with much different attire, adopting a white tank top. However, he will be seen in his more familiar look in portions of the game which explain how and why he came to look as he does in the main portion of the story. Despite Rockstar initially stating that James McCaffrey would not return for Max Payne 3, it was later announced that McCaffrey would indeed reprise his role as Max, also participating in motion capture work for the first time in the series. In the Max Payne movie, Max is portrayed by Mark Wahlberg.
After Remedy Entertainment passed the Max Payne franchise on to Rockstar they moved on to developing a new series, Alan Wake. The game contains a number of references to Max Payne and the character himself. Alan Wake is a novelist who became famous off of a series of mystery novels (including "The Fall of Alex Casey") starring a fictional detective named Alex Casey, who is clearly supposed to be Max Payne.
Casey is a detective in a pulp noir setting, who loses his grip on reality after the murder of his wife and child and descends into the seedy underbelly of New York, exactly like Max in the first two games. Two manuscript pages from "The Sudden Stop", the final Alex Casey novel. can be found in a flashback sequence, unrelated to the rest of the manuscript pages in the game, which are from the mysterious novel "Departure". Instead of being voiced by Wake's voice actor Matthew Porretta, these pages are read by James McCaffrey, the original voice actor for Max Payne (who also voices Alan Wake character Thomas Zane)
"The Sudden Stop" ends with the death of the Alex Casey character, who describes seeing his murdered wife and child waiting for him in the "light" as he bleeds to death in a snowy field. In an in-game television interview, Alan is seen saying that he ended the series and killed off Alex Casey because he had told all the stories with the character he wished to, and wanted to focus on something new, planning to write a horror story. This is likely a reference to the end of Sam Lake's tenure as writer of Max's story, and his reasons for selling the franchise rights to Max Payne in order to focus on the new story of Alan Wake.