Yes, I really liked Max Payne 2. Replayed it enough so I could get the happy ending.
There's an alternative ending? Damn, I'll need to replay it. Really liked the game, even if the storyline wasn't as fundamentally heart-wrenching as the first-you can't really top a man seeking revenge for his murdered wife and baby in terms of pathos. I loved the 'Dick Justice' TV show as well, it was a nice internal self-parody.

I can't believe no-one's mentioned the Ocarina of Time ending yet. That was truly moving, and made good use of the time-travel element of the plot. That bit with Link smacking the snot out of Ganon's skull, and the camera showing it from different angles, was super-cool as well.