To get access to the game console, you need to start maxpayne.exe with the command line parameter "-developer".
Once you have the game running in developer mode, you get access to the game console with F12.
GetAllWeapons
GetInfiniteAmmo
God
Mortal
ShowFPS
NoClip
NoClip_off
GetBaseballbat
GetBeretta
GetBerettaDual
GetDualBeretta
GetDesertEagle
GetSawedShotgun
GetPumpShotgun
GetJackhammer
GetIngram
GetIngramDual
GetDualIngram
GetMP5
GetColtCommando
GetMolotov
GetGrenade
GetM79
GetSniper
GetHealth
GetPainkillers
GetBulletTime