Roscoe Bank, sometimes referenced as Roscoe Street Bank, is a bank located near the Roscoe Street Station.
In 2001, while looking for Alex Balder in the Roscoe Street Station and later in a nearby old abandoned section of the station, Max Payne finds Roscoe Bank with a hole blasted in its wall. Thugs associated with the Mafia detonated the wall to access the bank vault from the subway as part of a complex bank heist operation, involving a large number of perpetrators.
Inside the bank, Payne shoots all the mobsters and picks up a ringing phone to speak to deputy chief Jim Bravura on the other end of the line. Bravura mistakes Payne for a criminal and demands him to give up.
Max Payne then steals a detonator left by the goons and uses it to blow up a welded shut door back in the subway, this way clearing a way to reach the next wing of the Roscoe Street metro.