Director John Moore has said that he tried to please fan requests as much and frequently as possible.
Mark Wahlberg reportedly never played the video game as he didn't want to become addicted, and felt the script connected him to the story enough.
When initially submitted to the MPAA the film was given an R rating. Director John Moore then reportedly trimmed a few frames and the picture was promptly given the more financially viable PG-13 rating.
James McCaffrey, the voice of Max Payne in the video game franchise, makes a cameo as the FBI agent that Lt. Jim Bravura introduces to the "real" police officer.
The trailer for Max Payne is seen playing on a TV in the background of Ari Gold's office in "Entourage" (2004) - a show produced by Mark Wahlberg.
Was shipped to some theaters under the title "Sour Shoes".
The role of Jason Colvin was originally offered to Tobey Maguire.
Early in the film, Max beats up three thugs in the Roscoe Street subway station. This fictitious station is the setting of one of the first levels in the video game, where DEA Agent Alex Balder (upon whom the film's Detective Alex Balder is based) is murdered.
Max keeps most of the stuff from his old house in a shipping container at a place called Gognitti's Self-Storage. This is named for Mafia lieutenant Vinnie Gognitti, one of the video game's minor villains.
The club where Lupino stores the Valkyr drug is called Rag Na Rock. In Scandinavian mythology, which is referenced a few times throughout the film, the word Ragnarök indicates the end of the world.