The extra scene after the end credits was supposed to set the stage for a sequel, but due to the film's negative reviews, 20th Century Fox decided to abandon plans for a sequel.
James McCaffrey, the voice of Max Payne in the video game, makes a cameo as the FBI Agent that Lieutenant Jim Bravura introduces to the "real" police officer. He also shows up near the end of the film, asking if Bravura is alright, before calling in Division One over the radio.
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.
The game designers at 3D-Realms were apparently unimpressed by the motion picture adaptation.
Despite the games being based around slow-motion, or "bullet time" shoot-outs, there are only three slow-motion shooting sequences in the whole movie.