Once in the game, press the ~ key to bring down the console, and enter 'coder' to get get god mode, all weapons, and infinite ammo. Use the -developer switch to start Max Payne 2.
Finish the game on Hard-Boiled Mode to unlock Dead on Arrival Mode. Finish the game on Detective Mode to unlock Hard-Boiled Mode, New York Minute Mode, Dead Man Walking Mode, and the Jump to Chapter option.