Bad Export for You: The Steam store sells to French customers only the French-dubbed version. Not only said dubbed voices are not very good (which is subjective), but it suffers from several unfixed Game Breaking Bugs, which add sound glitches and systematic crashes at specific points of the game (for example, during the loading screen between Section I - Chapter 1 and Section I - Chapter 2). Those glitches can be corrected thanks to unofficial bugfixes, but are totally absent in the original Steam version of the game (which is unavailable to French customer).
In general, the Steam version completely suffers from audio bugs when played on Windows Vista or later, one of which makes it so no sound, besides sound effects, plays. The above mentioned fan patch fixes this, but requires an installer as well as the patch itself.
Breakaway Pop Hit: "Late Goodbye" by Poets Of The Fall, played during the credits roll of the second game and repeatedly sung by characters or played on piano throughout the game.
No Export for You: For some reason, the current owners of the franchise rights decided that the second game of the serie would be forbidden to be sold in France, despite the first and the third still available without any difficulty.
The Other Darrin: Writer Sam Lake modelled for Max in the first game, but was replaced by the irreconcilably different-looking Timothy Gibbs in the second, and then the somewhat-similar voice actor James McCaffrey; the subsequent quality bumps are owed to bigger budgets (see Progressively Prettier).
Lampshaded in one of the second game's fourth-wall-breaking dream sequences, when one of Max's doubles looks at himself and says "I've been switched! I didn't used to look like this!".
Subverted in regards to Max's voice: James McCaffery only acted as Max's model in the third game, yet has been the character's voice actor throughout.
Quote Mine: The European edition of Max Payne 2 prominently featured a quote from PC Zone magazine describing the game as "A Thing of Beauty". Reading the review itself reveals that the quote in question referred to the game's bullet time mechanics, and not to the game as a whole.