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Armed Rats
In Part 1 Chapter 2, at the very beginning, throw a grenade (you must cheat to have one) in the hole in the brick wall in front of you. A new objective should appear if you select show objectives : I had declared a war against rats. Now continue the level pass the sewer and then up the stairs. There you will find rats that will shoot at you.
Hidden Room In Hotel
When you are first going through the hotel level you will eventually come upon a room that is bare except for a pole in the middle that is leaning upwards and some windows on the side. Blow out a window and exit onto the ledege. Crawl along to your rigth until your come to two pieces of wood. Blow out the one that is partially broken and enter the room. There should be a body with a knife through it and Max will say something like ''I didn't even want to know what went on in here.'' On a bookcase by the body there should be some Ammo and Painkillers.
Secret Ending Sequence
Defeat the game on the ''Dead On Arrival'' setting to get a secret ending sequence.
Secret Finale
Beat the game on ''Dead on Arrival'' with no codes and you will be transfered to the ''Final Battle.'' There you will have to fight at least 20 guys in permanent bullet time. The secret is to kill as many guys in the right corner as you can, then run to the back right corner and ''Quick Save'' it. Then, in that hall you are now in, you will find a little indentation. Hide there and wait for the enemies to come at you and you can kill all them and win! Once you are done, it says, ''Well Done,'' the bullet time stops and then a door opens in the back of the level with a picture of the producers of Max Payne and such. There is also a laser that is forming the ''Rockstar'' sign. I don't know if you can officially ''End'' the level, but if you find a way, post it here please. This ''Bonus'' level is actually pretty fun...try it out!
Secret Room in Tutorial Mode
In the last section of the Tutorial stage,there is a secret room.Across from the Subway Entrance,you can hop up onto a few boxes and then onto a catwalk.Go up the catwalk and jump through the window on the far left (you can easily see the room through it).Inside is a hidden room with four painkillers,an Ingram and some ammo for it.
Secret Room on Docks Level
On the Docks Level (Part II Chapter II) shortly after you crash the Truck into the Bridge you'll come across a room with two computers,a photo copier and a few shelves in it.In the far right corner across from the shelf,you'll find a switch.Hit it and it'll open up a hidden pannel in the wall that will reveal more shelves that hold ammo for your weapons,grenades and some painkillers.
Secret Room on Parking Garage Level
Just before you go down the first ramp (your still outside), jump on the barrels to the right of the entrance.Next hop on the small AC jutting out of the wall,then onto the roof.Shoot at the wall to your right until it falls away and go into the room,then drop down the grate into the hidden room.Inside are some supplies,and if you use the radio you can listen to some of the developers talk a bit.