Rescued by the Punisher
Max survived the Massacre at the Burren Club, where Frank Castle attacked and killed most members of the Kitchen Irish that had gathered in the club. Castle decided to adopt him and make him his pet and companion.
Tortured by the Kitchen Irish
When the Kitchen Irish mob came looking for Frank Castle seeking revenge and wanting their money, they found his apartment with Max inside. The Irish Mob then took Max from the apartment, and Castle was forced to watch helplessly in hiding as they carried Max away.
While the mob tortured Castle, they brought Max into the room and forced him to tell them the location of their money for they would torture Max as well. Not wanting Max to get hurt, Castle promised to tell them where the money was.