If the player finds and plays all 4 pianos in the game:
• Chapter I: Something Rotten in the Air
• Chapter VIII: Ain't No Reprievement Gonna Be Found Otherwise
• Chapter XI: Sun Tan Oil, Stale Margaritas and Greed
• Chapter XII: The Great American Savior of the Poor

Max will finally play his theme perfectly without any sour notes, at the 4th piano.

In Chapter 9 there's a TV that the player can switch on to see a news report of the incident Max has just been through, included in the report is a sketch of Max's face based on the first Max Payne game.