If you want to skip the intro video and/or cutscenes in Max Payne 3 on PC, NeoGAF users Jubbly and pa22word have figured out how. The easy way is to use this quickfix, but if you're really cautious, you can do it manually. Either way, be sure to back up all appropriate files beforehand just in case. Note this has not been personally tested.
To do it manually, navigate to C:\Program Files (x86)\Steam\steamapps\common\max payne 3\Max Payne 3\common\movies, and move mp3_payne_pill_rockstar_logo.bik and/or all "s_xxxx.bik" files to a new folder that you create. Then, create new text files within the movies folder, each with the same name correspondent to the appropriate video, in order to skip the "pill" intro and/or cutscenes (for example, mp3_payne_pill_rockstar_logo.txt and s_max.txt, and then one more for each video moved). To trigger the skips, hit Enter two or so times at the appropriate time in game. Skipping cutscenes of course is only recommended after you've beaten the game.
Note you may notice a lack of HUD after doing this, in which case you should exit to the main menu, then continue your game.
Source: NeoGAF
To do it manually, navigate to C:\Program Files (x86)\Steam\steamapps\common\max payne 3\Max Payne 3\common\movies, and move mp3_payne_pill_rockstar_logo.bik and/or all "s_xxxx.bik" files to a new folder that you create. Then, create new text files within the movies folder, each with the same name correspondent to the appropriate video, in order to skip the "pill" intro and/or cutscenes (for example, mp3_payne_pill_rockstar_logo.txt and s_max.txt, and then one more for each video moved). To trigger the skips, hit Enter two or so times at the appropriate time in game. Skipping cutscenes of course is only recommended after you've beaten the game.
Note you may notice a lack of HUD after doing this, in which case you should exit to the main menu, then continue your game.
Source: NeoGAF

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