What They've Got In Common: Insanity. Sure, Max Payne had dream sequences and Arkham Asylum had ridiculous hallucinations, but Psychonauts has characters journeying into people's brains. INTO THEIR BRAINS!
Fun Fact: Tim Schafer, who conceived of Psychonauts, has a name that anagrams to "Leo DiCaprio." Chew on that one for a while.