The Max Payne theme song is heard a lot in the game, In Max Payne (The first one) you can hear it in the menu, cutscenes and also when an ally is killed.
Sound/Mood
The song starts with a deep beat then a piano starts and after about one minute it starts playing with guitar and drums, as always the mood sounds sad and dark. In Max Payne 2 the song starts with violins and can be heard mostly anywere like in cutscenes, the song is said to be a great song for action or killing.
Trivia
In Max Payne 2: The Fall Of Max Payne you could get Max to play this song on the piano. This can be done on chapter 7: The Million Dollar Question.