A dead transit cop
Transit police are a police agency who specialize in public transport by protecting passengers and employees and preventing any crime on the premises they oversee.
In 2001, during the Mafia raid of the Roscoe Street Station to break into Roscoe Bank, many transit police officers are killed by the gangsters and their dead bodies are seen scattered throughout the station.
Max Payne manages to save one of them from being executed, but, after the cop helps Payne gain access to a control room, he is killed.