Max Payne 2: The Fall of Max Payne

Two years after the events of the first game, Max Payne has quit his job at the DEA and returned to his former job as an NYPD detective. While investigating a series of murders by a group of contract killers called the Cleaners, Max encounters Mona Sax, who was assumed dead at the end of the previous game. Wanted for the murder of Senator Gates and, despite Max's protests, Mona is arrested and taken to the police station. While at the station, Max overhears his new partner, Detective Valerie Winterson, talking on the phone about Mona. Suddenly, the station is attacked by the Cleaners, who are looking for Mona. Before they reach her, Mona breaks out of her cell and vanishes into the night.

Source: TheGamesDB