Max Payne has a few command line options that can be used in specific circumstances:
-screenshot: Enables the F10 key for taking screen shots. Screen shots are saved to the "screenshots" folder under your Max Payne 2 installation folder.
-nodialog: Skips the Max Payne 2 startup dialog when loading the game (uses options previously set).
-skipstartup: Skips the startup video.
-disable3dpreloads: If the system runs out of texture memory while loading a level, this option may prevent the game from crashing due to a driver error.
-window: Runs the game in a windowed mode, in the resolution selected from the Max Payne 2 launch dialog. Not all 3d accelerators support running in a windowed mode.
-novidmemcheck: Disables the video memory check at the start of the game.
Command line options can be enabled by adding them to the Max Payne 2 shortcut. Right click on the Max Payne 2 desktop shortcut, select Properties, then add the desired command line to the Target field after the executable. For example, "C:\Program Files\Rockstar Games\Max Payne 2\MaxPayne2.exe" -screenshot
Advanced Command Line Options
These should only be used by advanced users while developing mods.
-developer: Enables "developer mode", including console. Mostly useful for mod developers.
-developerkeys: Enables special developer keys (requires -developer as well). Note: you can break the game flow using developer keys.
-showprogress: shows extended loading information. -developer is required.
-profile: Enables in-game profiler. Toggle profile with F11, and see console aliases for profiling options.