First of all, I'd like to start the guide with the different launch options you can set for the game; you need to write the bolded part into your launch options, and you can separate different launch options with a space. Note that I haven't tested all of them, only the first two.

• -developerkeys - Enables developer keys, though it seems this command doesn't enable the console.
  
• -developer - Enables the developer console.
  
• -nodialog - Skips the Max Payne startup dialog when loading the game.
  
• -skipstartup - Skips the startup animation.
  
• -screenshot - Enables the F10 key for taking screenshots, which are saved to the "screenshots" folder in the Max Payne install folder.
  
• -disable3dpreloads - If the system runs out of texture memory while loading a level, this option may prevent the game from crashing due to a driver error.
  
• -window - Runs the game in a windowed mode, in the resolution selected from the Max Payne launch dialog.

The following sections will go into details for the developer keys and the developer console.

When you have the -developerkeys launch option, the following developer keys will be enabled:

• C - Cycles through three camera modes.
  
• PageUp - Cycle mesh up.
  
• PageDown - Cycle mesh down.
  
• Ctrl + PageUp - Cycle TextureSet up.
  
• Ctrl + PageDown - Cycle TextureSet down.
  
• Home - Increase game speed.
  
• End - Decrease game speed.
  
• Home + End - Set game speed to 1.00x (default speed).
  
• Insert - Teleport Max to next start point.
  
• Delete - Teleport Max to previous start point.
  
• F7 - Switches AI movement network connections visualization.
  
• F8 - Switches AI movement network node visualization.
  
• F11 - Toggle statistics on/off.
  
• F12 - Open developer console. (NOTE: It seems this option isn't enabled with the -developerkeys command, needing the -developer command.)
  
• Left Arrow - External camera left.
  
• Right Arrow - External camera right.
  
• Up Arrow - External camera forward.
  
• Down Arrow - External camera backward.

Once you have enabled the developer console with the -developer launch option, you can access it by pressing F12 at any point in the game. The following list contains useful commands, which must be typed exactly as it's shown in bold. Note that I haven't tested them all.

• coder - Enables God Mode, gives all weapons, unlimited ammo, etc.
  
• god - Enables God Mode.
  
• mortal - Disables God Mode.
  
• showfps - Shows framerate.
  
• noclip - Enables Noclip mode.
  
• noclip_off - Disabels Noclip mode.
  
• getbullettime - Restores Bullet Time.
  
• getpainkillers - Get 8 painkillers.
  
• c_addhealth (100) - Adds 100 health point (might work with other number).
  
• getallweapons - Grants all weapons.
  
• getinfiniteammo - Grants infinite ammo.
  
• jump## - Increases jump height, replacing ## with 10, 20 or 30 (might work with different numbers).
  
• setwoundedstate - Max walks as if he were wounded.
  
• setnormalstate - Max walks as normal.
  
• getbaseballbat - Get the baseball bat.
  
• getberetta - Get a single Beretta.
  
• getberettadual - Get Dual Berettas.
  
• getdeserteagle - Get the Desert Eagle.
  
• getsawedshotgun - Get the Sawed-Off Shotgun.
  
• getpumpshotgun - Get the Pump Shotgun.
  
• getjackhammer - Get the Jackhammer.
  
• getingram - Get a single Ingram.
  
• getingramdual - Get Dual Ingrams.
  
• getmp5 - Get the MP5.
  
• getcoltcommando - Get the Colt Commando.
  
• getmolotov - Get Molotov Cocktails.
  
• getgrenade - Get Grenades.
  
• getm79 - Get the M79.
  
• getsniper - Get the Sniper Rifle.
  
• gethealth - Get health.
  
• inventory - Player details.
  
• clr - Delete line.
  
• help - Lists cheat codes.
  
• goden - Fire knife.
  
• maxpayne_gamemode->gm_init(levelname); - Jump to the selected level by replacing levelname with the level name. The list of levels will be in the next section.

This section simply lists the different levels you can access with the level skip console command. Just remember to replace levelname with the name of the level you want.

• startup_level
  
• tutorial
  
• part0_level1
  
• part1_level1
  
• part1_level1b
  
• part1_level2
  
• part1_level2b
  
• part1_level3
  
• part1_level3b
  
• part1_level4
  
• part1_level5
  
• part1_level6
  
• part2_level0
  
• part2_level1
  
• part2_level2
  
• part2_level2b
  
• part2_level3
  
• part2_level4
  
• part3_level1
  
• part3_level2
  
• part3_level2b
  
• part3_level3
  
• part3_level4
  
• part3_level5
  
• part3_level5b
  
• part3_level6
  
• part3_level7
  
• end_combat

The map end_combat is the secret bonus level unlocked after beating the game in the hardest difficulty, Dead on Arrival. Part 1 refers to the first Act, Part 2 for the second one, and Part 3 for the last one.

I didn't write this guide entirely on my own. Pretty much everything on this guide I got from the following website, which you can also check for secrets and Easter Eggs not listed on this guide: http://www.cheatchannel.com/files/maxpayne.htm

I just decided to make a Steam guide detailing the most useful aspects from that guide, as I found a console commands guide here on Steam, but I felt it was incomplete.