Max Payne 2 is just a remarkable production, and what it lacks in length or volume it more than makes up for in quality and density.
Two years after the events of the first game, Max Payne has quit his job at the DEA and returned to his former job as an NYPD detective. While investigating a series of murders by a group of contract killers called the Cleaners, Max encounters Mona Sax, who was assumed dead at the end of the previous game. Wanted for the murder of Senator Gates, Mona is arrested despite Max's protests, and taken to the police station. While at the station, Max overhears his new partner, Detective Valerie Winterson, talking on the phone about Mona. Suddenly, the station is attacked by the Cleaners, who are looking for Mona. Before they reach her, Mona breaks out of her cell and vanishes into the night. After Max meets her again at her residence, where they fight off the Cleaners who followed Max to her place, they begin hunting down the people responsible for the attack. Their search leads them to a construction site, where Max and Mona defend themselves against the Cleaners. After their foes flee, Detective Winterson arrives and holds Mona at gunpoint. Mona claims that Winterson is there to kill her while Winterson claims that she is simply trying to arrest a fleeing fugitive. After several moments of consideration, Max shoots Winterson, allowing Mona to escape. Before she dies, Winterson shoots Max, leading to his hospitalization.
After Max leaves the hospital, he begins looking for answers. When Max is kidnapped by Vladimir Lem, head of the local Russian Mafia, he learns that the Cleaners work for Lem, who uses them to eliminate the competition to his businesses. Max then learns that Lem is part of the secretive Inner Circle, led by Senator Alfred Woden, who had ensured that the charges against Max were dropped at the end of the previous game. Lem plans to kill Woden and gain control of the Inner Circle. Max also learns that Mona is a hired gun for Woden, with orders to kill Lem and Max. After Lem reveals that Detective Winterson was his mistress, he shoots Max in the head, and leaves him for dead in a burning building. Mona rescues Max, and together they go to Woden's mansion to save him from Lem.
At the mansion, Mona knocks Max to the ground in an attempt to follow her orders to kill him, but discovers that her feelings for him keep her from doing so. Lem shoots Mona after realizing that she will not kill Max. Woden then appears in a wheelchair, and lunges at Lem; Woden is killed during the ensuing struggle. Max and Lem then begin to fight, until Lem triggers a bomb that he planted in the mansion. After they both drop to the floor below, Max pursues Lem through the mansion. Max faces Lem in a firefight, and eventually destabilizes the platform below Lem, causing it to fall to the floor below, killing Lem. Max returns to Mona's side as the police arrive, and she dies in his arms. If the game is completed at its highest difficulty level, Mona survives.