Max Payne takes place at night during aseemingly endless snowstorm, and contains many references to Ragnarok, the Norse end of the world, during which the world is swallowed by snow and darkness. One of the levels takes place in a night club called Ragna Rock. While inside of Ragna Rock, Max comes across a book entitled The Age of Murder and Storm, which mentions "Norse mythos and Ragnarok". Max himself wears a Sun crossOdin, known for his prowess in battle. pendant, the symbol of the chief Norse god
Many of the characters and objects in the game are named after Norse gods; the drug that forms the basis of the plot is called Valkyr, after the goddesses who brings slain heroes to Valhalla, a name given to another location in the game.