Max Payne 3 is set in Sao Paulo, Brazil. Max has accepted a job from Raul Passos. a former colleague from his police academy days. If you have played any of the previous games, you might remember that Max spends his days drinking and his days popping pills. He is no longer the cop he once was, and he has lost his connection to New York. It’s fitting therefor when Passos creates chain of events forcing Max to leave the city.