Any of Nicole Horne's intercom speeches from the final level of Max Payne, but especially:
Nicole Horne: What do you mean, "he's unstoppable?" You are superior to him in every way that counts. You are better trained, better equipped, and you outnumber him at least twenty to one. DO YOUR JOB.
Max Payne had a number of excellent bad guys who were given to speeches actually.
B.B.'s only speech in Backstabbing Bastard was a prime one for any nasty betrayer:
B.B.: Maxey, Maxey, Maxey...come out, come out wherever you are! You know, I really hate people who refuse to see the inevitable, refuse to do the smart thing. (mockingly) "No, I must do the RIGHT thing!" I blame you...for a smart guy, you really can be stupid at times.
And then, of course, there was Lupino from An Empire of Evil. Who could forget crazy old Jack?
Lupino: I have tasted the flesh of fallen angels. I've tasted the Devil's green blood. It runs in my veins. I've seen beyond the world of skin, the architecture of blood and bone marrow. Death is coming! She is coming, and Hell follows with her. This is the twilight winter. I am ready to be her son! Her time is now, and all who stand in her way MUST DIE! (maniacal laughter)