Renegade DEA agent and former NYPD officer Max Payne attempts to hunt down the ones responsible for murdering his wife and child, as well as framing him for the murder of his NYPD partner, Alex Balder. As the story unfolds, he gains a number of "allies", including Vladimir Lem, a suave, old-fashioned Russian mobster, and Mona Sax, a female vigilante who is out to avenge the death of her twin sister, and uncovers a major conspiracy involving the trafficking of a narcotic called V, or Valkyr—after the mythological figures in Norse mythology—which is somehow connected to the death of Max's family.