After killing Jack Lupino, Max meets Mona Sax, who proposes that they should work together in taking down Don Punchinello, explaining to Max that Punchinello was the one who ordered Alex Balder to be killed and set Payne up to take the fall for it. Max reluctantly agrees to work with her, following her to the bar and drinking with her. She ends up drugging him with the alcohol, mentioning that he is a liability and to prevent her sister from getting in Max's crossfire. Max begins to have a nightmare about the night his wife and daughter died, trying to find them through a maze of corridors and following his wife's voice. As Max continues through a nightmarish landscape in his dreams, flashes of reality fade through, revealing that Max is being held captive by someone.
- Max Payne
- Mona Sax (cutscene only)
- Rose Payne (voice and corpse)
- Michelle Payne (voice only)
- Frankie Niagara (cutscene)
- Navigating the corridor maze: Follow the LEFT wall the whole time. Doing that will lead Max to the living room.
- Navigating the blood trail: It's quite recommended to save before navigating the blood trail. Run forwards, and at the corner of the blood trail, another trail can be faintly seen at a jumping distance to the upper left; jump to it and save some time by taking this shortcut. A video showing how to do the shortcut and the next step can be found here. Next, another trail can be found, again on the left; jump to this one as well. After landing, another end of the corridor should be in sight, (which can be sometimes confused with the corridor that Max comes into the maze from), head into this corridor to exit the maze.
Complete 'Part II Prologue: A Cold Day In Hell' on any difficulty