The game begins in the winter of 2001, as New York City finishes experiencing the worst blizzard in the history of the city. The intro sequence shows Max Payne, a renegade DEA agent and former NYPD officer, standing at the top of a skyscraper building as police units arrive. He then experiences a flashback from three years ago. Back in 1998, Max returned home to find that a trio of apparent junkies had broken into his house while high on a new designer drug called Valkyr. Max rushed to the aid his family, but was too late and his wife and their newborn daughter had already been brutally murdered.