Max Payne (voiced by James McCaffrey) is a fugitive DEA agent and former NYPD detective whose wife Michelle and newborn daughter were killed in connection with Valkyr drug case. Max then goes undercover in the mob, and eventually becomes a one-man-army vigilante waging a personal war on the crime, in a manner reminiscent of the Marvel Comics character Frank Castle (the Punisher). Max ends up killing hundreds of gangsters and conspiracy enforcers while on the run from the police determined on stopping his vendetta against all those responsible for his family's death. He is notable for his complex use of metaphors and wordplay to describe the world around him within his inner monologues, which often contradict his external responses to characters he speaks with. The first game presents the story as retold by Max from his point of view.
Max is presented as a man who has been put into a fatalist situation against his will, recalling a classic element of many film noir movies - the fall guy. Max is very isolated and has a dramatic and stylized sense of reality. He is an extreme introvert and his inner life is largely illustrated through soliloquies describing his feelings about his actions and situation. At the beginning of the game, Max is seen differently, as an extroverted, happily married, smiling man with a bright personality. However, after the murders Max loses his meaning of life, and blindly works toward his only remaining purpose: vengeance. All the while, Payne shows signs of survivor's guilt and makes his situation a paradox - though he considers his life to have ended "in a New York minute", he exhibits a strong desire to live, despite his inner monologue which describes his dark and utterly somber view of the world and his desire to be dead. While desperately wanting to die and see his family again, he also wishes to live and claim his revenge. He is an antihero as he says "I was not one of them, I was no hero". On the other hand, Max is not a morally ambiguous protagonist - he does not kill the cornered Vinnie Gognitti, and tries to get information from the Finito brothers by "playing it Bogart" and not bursting through the door with guns in hand. Max is trying to claim only one thing that is right in his eyes - to avenge his loved ones. However, he has not nullified his feelings - he is taken with Mona Sax first they meet, and befriends Vladimir Lem - a criminal without friends. But this can be judged contrary as well: Max may have latched onto Mona because she let him live and to seek a companion despite his recently deceased wife; and also onto Vlad as he was the enemy of his enemies.
In creation of the Max Payne character, 3D Realms "wanted to develop another strong character that would be the foundation for a new gaming franchise, much like we [3D Realms] had done with Duke Nukem." The titular character of the game was modeled after Sam Lake (Sami Järvi), the writer of the game; Lake also dressed up and played this role for the graphic novel cut-scenes. It is joked that Max had a constipated uncomfortable half-grin, half-sneer expression; this joke is even mentioned in the sequel. For Max Payne 2, however, Lake declined the role, and after extensive casting developers chose actor Timothy Gibbs to be the model for Max Payne.
Source: Wikipedia, "Max Payne," available under the CC-BY-SA License.