Vodka is the official restaurant of Vladimir Lem. Its premises used to be the gothic nightclub Ragna Rock, but Lem buys and reopens it after he, according to him, put away his mobster mentality to settle down.
Remnants of Ragna Rock can be found throughout Vodka: there is a room containing old Ragna Rock logos and a drum set, the same chambers where Jack Lupino's men would store their weapons are now used as an armory filled with strikers by the Russians, and the backstage area with the large sliding backdrop panels are practically unchanged. However, the stairs behind the panels which lead up to Lupino's inner sanctum are absent.
In addition to being a legal front for Vladimir Lem's criminal activities, Vodka also serves as a base of operations for the Cleaners: their vans are parked within the building and janitorial overalls as well as large caches of weapons are found throughout the place.
Vodka is absent of any staff as it is only seen when its closed for renovations.
One rainy night in 2003, Max Payne saves Vladimir Lem in Vodka from a large assault by Vinnie Gognitti and numerous Punchinello crime family mobsters, who were aiming to kill the Russian Mob boss. The attack must have taken Lem by complete surprise, as his restaurant was virtually devoid of his men, and Payne was only able to find Mike "The Cowboy" as a defender of Lem and the restaurant. Max and Mike work together to kill the Mafia men and once Gognitti is one of the few left standing, he flees. Soon after, the NYPD are seen investigating the aftermath of the shootout.
The next night, Max Payne, now wanting to take revenge for Lem's betrayal, storms the building looking for him. Payne does not find the gangster but kills all the Russian goons and Cleaner commandos he comes across.
It is assumed that after Lem's death the restaurant was either closed down or sold to someone else.
- There are commercials for Vodka playing on televisions throughout the story, with Vlad in them saying: "I am Vladimir Lem, and I am inviting you to the grand opening of my new restaurant Vodka."
- At Alfred Woden's manor, Vladimir angrily tells Max that the detective has wrecked his restaurant twice.
Two episodes of The Adventures of Captain BaseBallBat-Boy can be seen playing on Vodka's TVs.