Max Payne: There's an army of bodies under this river, people who ran out of time, out of friends. I could feel the dead down there, reaching up to welcome me as one of their own. It was an easy mistake to make.
In the film, Sgt. Jack Lupino is depicted as a United States Marine Corp Sargent. However, when Max is watching an interview with Lupino it shows him wearing either a Gunnery Sargent or Master Sargent chevrons. Not only that, but the chevrons happen to be upside down. No US Marine would ever make a mistake like that.
At one point during the movie, Max visits a storage yard. The name of this yard is "Gognitti Storage". This is a reference to Vinnie Gognitti, who was an important character in the video game series.