After killing Kaufman and getting caught by the police, Max Payne gets scolded by Jim Bravura at the police station. He goes to see Mona Sax, who is in the lock-up, and gets an advice: visit Alfred Woden. After that, the building trembles, as the Cleaners attack the station. After killing the Cleaners, Payne goes after the escaped Sax. They meet at her Coney Island safe house, but are split apart by more Cleaner attackers who have traced them there. Max then infiltrates their base at an abandoned construction site and Mona follows. They both investigate the area.