Remedy sold all rights to Max Payne in 2002 to Take Two Interactive who own Rockstar Games. Rockstar originally published Max Payne on the PS2, Xbox and GBA. God Games aka Gathering of Developers published the original Max Payne for Windows and were later swallowed up by Take Two.
Max Payne 2 was published late in the autumn of 2003 by Rockstar. Apparently the game didn't sell very well and that's probably got something to do with the much delayed introduction of a sequel.
Yeah, after Alan Wake, which Sam Lake lead the writing on, it looks like he's having zero input on Max Payne 3. Edge magazine claims James McCaffrey will return as both the voice of Max Payne and as motion capture actor.
Looking at all the companies, defunct or incorporated into new enterprises, the gaming business sure looks like one huge inbred creation. It's worse than a soap for how closely related all the main characters in the games publishing industry are. I wonder what Sam Lake is doing now?
All my knowledge comes from Wikipedia so blame them if I've got something wrong!