Max Payne

Max Payne is a maverick cop--a mythic anti-hero--determined to track down those responsible for the brutal murders of his family and partner. Hell-bent on revenge, his obsessive investigation takes him on a nightmare journey into a dark underworld. As the mystery deepens, Max is forced to battle enemies beyond the natural world and face an unthinkable betrayal.

Trivia:
Mark Wahlberg reportedly never played the video game as he didn't want to become addicted, and felt the script connected him to the story enough.
James McCaffrey, the voice of Max Payne in the video game franchise, makes a cameo as the FBI agent that Lt. Jim Bravura introduces to the "real" police officer.