The Grenade is a throwable explosive weapon. It is used by both Max Payne and his enemies in the 2001 and 2003 fights.
Grenades are used mainly to cause mayhem with groups of enemies. They are usually fatal, depending on the proximity of the victims, and they are put to best use in reducing a group of enemies to easier-to-handle numbers. The grenade will explode a few seconds after the pin is pulled, so the user will have some time to aim them, and to get out of the way. The grenade is the only weapon at the fighters' disposal that can be thrown around corners, making them a powerful way to greet unseen enemies huddled in a room; also, taking advantage of their delayed fuse, tossing a couple at enemy entry points can prevent getting overwhelmed.
Behind the scenes
Specifics in Max Payne
Grenades are some of the most powerful weapons in Max Payne; also, the enemies do not take cover when they see one thrown at them. These explosives are fairly rare for the most of the game. Grenades are a primary weapon in Max Payne, that is, no other weapon can be held when Max throws a grenade.
Specifics in Max Payne 2
In Max Payne 2, grenades are now secondary weapons that can be thrown by pressing the secondary attack button rather than switching to them manually. The grenades are just about quite as powerful as in the first game (with the only difference being that the power doesn't spread as large as it did in the first game), and the enemy artificial intelligence will now order them to run for cover when they detect a thrown explosive; however, a direct throw that hits them will cause them to flinch and the grenade will always go off before they have time to escape. You can also use grenades to force enemies out of cover, allowing for easy pickings.
Grenades can be thrown while zoomed in with a scope. The aiming can be disorienting at first, but, with practice, throwing grenades to flush enemies out of hiding spots can be invaluable when used in conjunction with a sniper rifle.
Specifics in Max Payne 3
In Max Payne 3 singleplayer, some enemies can throw grenades at max but it can be shot down by the player. Grenades, however, are not usable in singleplayer. Grenades do appear in multiplayer however, and any player wielding Grenades can use them against enemies, but one should be aware that they do not have incredible range due to lack of throwing strength.
The grenades appear to be modeled after the Mk2 "pineapple" grenade, which has not been in production for over 40 years.