The station itself could be reached by either taking a subway train to the station or using the Roscoe street entrance/exit. The station had several transfer platforms, and while the station itself seemed rather dilapidated, it could be assumed that it was still in use in 2001 due to the presence of Transit Police and lit billboards advertising Choir Communications and Kong whiskey.
On the 5 line station platform, there was a nearby door for subway personnel to store their belongings, as well as a shower and sink. Following the stairs to the exit would also lead commuters to other transfer platforms. The 4 line platform was approximately the same size as the transfer 5 station platform was and from this platform, the subway control room and the 2 train platform (which was closed to the public due to maintenance during the Winter of 2001) could be reached from this section of the station.
The subway control room was only accessible to by Transit Authority personnel, and within the room, personnel could look over CCTV cameras that surveilled the subway platforms, controlled the lights, powered the rail system, and other important functions regarding the operation of the subway station. The closed 2 train platform had two employee break rooms, with one of them that had access to a gated entry into the subway tunnels; the tunnel entryway also had a hidden room about halfway down the entry corridor.
In the subway tunnels of Roscoe Station's disused #2 train platform was a small tunnel that led to the abandoned station for Roscoe Street, which had not been used since the 1940's. The abandoned station itself seemed to be under subway lines that were still in use in 2001, due to the rumbling of trains that could have been heard and felt while in the station at the time. The subway rail tunnel for the abandoned station was partially flooded, and the platform itself was small and full of old crates. Roscoe Bank's gold vault was built adjacent to the abandoned station, and when the Mafia blew up one of the walls in a room within the disused station, the bank vault was easily accessible through a short tunnel between the two places. Furthermore, there was a door in the hallway of the abandoned station that led to the newer Roscoe Street Station, specifically to the ticket booth area.
In 2001, undercover DEA agent Max Payne got a call from his agency contact, B.B., informing him that he must meet up with his colleague Alex Balder at the Roscoe Street Station. When Payne arrived, however, he found an empty platform and a locked entrance gate. He checked the personnel room and found a dead Transit Police officer; alerted, he pulled out his gun. Soon it became apparent that the station was under attack by thugs associated with the Mafia, who were trying to break into the nearby Roscoe Bank via the subway and steal Aesir Corporation bonds.
In search of Alex, Max Payne killed many mobsters and made his way to a control room, where he switched on a train and then used it to break through a wooden barrier to an old, abandoned part of the subway. There, he encountered and eliminated more mobsters.
Once Payne entered the bank via a tunnel, blasted through by the mob, he found a detonator which proved useful in blowing up a welded shut door to breach the other closed wing of the subway. There, Max finally found Balder, who was shot and killed while him and Max were discussing the possibility that Jack Lupino masterminded the Roscoe Bank robbery; the shooter fled and was not seen by Payne. Max then killed the remaining mobsters and left the station, more determined than ever to find those responsible for his family and partner's deaths, starting with the Punchinello crime family.
Max Payne was subsequently framed for the murder of Alex Balder and the police began a feverish pursuit of him, which ended three nights later on the roof of Aesir Headquarters when Payne surrendered. Max was later exonerated of all the charges against him due to Alfred Woden's influence.
Payne ignored them as he walked past and headed into the bathroom. The junkies, who were after his watch, followed him in an attempt to mug him.
One of the junkies pulled out a gun, but Payne disarmed and knocked him out; the other two panicked. One of the muggers then ran out into the tunnel and was killed by a train, while the other tried to hide in a toilet stall, but the cop shot the lock off and interrogated him.
- Roscoe Street Station is served by the 2, 4 and 5 services. The real-life equivalent station is the 149th Street–Grand Concourse in the South Bronx. The name of the real station contains all the necessary letters of the name of the station in the game.
- A mugger called Roscoe is shot dead by Paul Kersey in the movie Death Wish (1974); the protagonist, who lives in New York, is an pacifist architect who becomes a vigilante after the murder of his wife and the rape of his daughter. The movie could have served as inspiration for Max Payne due to the gritty, tragedic themes.
- According to a street sign, the chapter A Mob-War in the second game takes place on Roscoe Street.
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