There are somewhere.
I use to have a whole collection of them that I had downloaded once upon a time. Skins, new rooms and even weapons. Yet I spent about an hour trawling through Google and all I could come back with was http://www.moddb.com/games/max-payne/mods .
Not exactly what you want, nor what I remember being available. I do believe there was a site called payneskins or some such, but it appears to have gone into neglect. Even the wayback machine was of little help. :-\

Hopefully with this bump someone else can see this who may still know where these mods are all hidden.