So if you have been getting any issues where the game load up the logo but then crashes right after you launch the .exe then I may have a fix for you. You may have already run the game before like I have but then installing a game for example such as Metro Last Night in my case seem to have broken or removed something in Metro 2033.
When you copy them make sure you paste them in Metro 2033 then start your game with safe mode off since if it crashes again at least you don't mess up your resolution. You can still use safe mode if the above method doesn't work but risk messing your desktop shortcuts.
Operating System: Windows 7 Home Premium 64-bit Service Pack 1
Graphic: MSI GeForce 680 GTX (4038MB)
Sound: NVIDIA High Definition Audio
Processor: Intel(R) Core(TM) i5-3570K CPU @ 3.40GHz (4 CPUs), ~3.4GHz
Memory: 8192MB RAM
DirectX Version: DirectX 11
Method 1 (By SonicUnleashedXY & rapphaelfs):
To fix this issue you will need to copy these files from Metro Last Night to Metro 2033 folder located in steam common folder. Lost? Look in your program files then click on the steam folder. (Your drive Steam is installed on):\Program Files (Windows 64 bit system will have this (x86))\Steam\SteamApps\common\(Metro 2033 or Metro Last Night). I also don't know if you need all 4 files or some of them but I going to play it safe. Remember to copy not cut since you may cause more problems if you remove or move them.
If you don't own Metro Last Night & you don't trust my link below or it not working then you could look in the PhysX folder by NVIDIA Corporation for them. It's also in program files on your hdd(s) or ssd(s) usually on your C drive. AMD cards or people would hasn't install anything needing PhysX will need to download it from NVIDIA website. Official Website [www.nvidia.com]
*PhysXCooking.dll - C:\Program Files (x86)\NVIDIA Corporation\PhysX\Engine\(Versions)
*PhysXCore.dll - C:\Program Files (x86)\NVIDIA Corporation\PhysX\Engine\(Random Characters Folder)
*PhysXLoader.dll - C:\Program Files (x86)\NVIDIA Corporation\PhysX\Common
Note: Might be a slighly different version depending on the version you installed.
*cudart32_60.dll - C:\Program Files (x86)\NVIDIA Corporation\PhysX\Common
If you don't own Metro Last Night then here are my files. There should be no viruses but should be downloaded at your own risk. The 2 files is a .ZIP format so mac & windows can use it without winrar. One contains the 3 .DLL files & a help text file just in case. The other one just contain a .DLL file with no help text file. Download Missing Files [onedrive.live.com]
If this method doesn't work & you tried everything then please delete the files downloaded or copied into your Metro 2033 game folder to avoid any possible issues later on. Also check you game files through Steam to ensure it not corrupted.
Method 2 (By Cephei & JJ2DAHEYHEY):
Uninstall PhysX from your system & install the one that came with the game located somewhere in the main folder or from these link given by people which worked for their system. This should be downloaded at your own risk like before.
Cephei - Download Version 9.10.0513 [www.nvidia.com]
JJ2DAHEYHEY - Download Version 9.13.1220 [www.nvidia.com]
Lost? Look in your program files then click on the steam folder. (Your drive Steam is installed on):\Program Files (Windows 64 bit system will have this (x86))\Steam\SteamApps\common\Metro 2033\install\.
*PhysX_10.02.22_9.10.0222_SystemSoftware.exe - C:\Program Files (x86)\Steam\steamapps\common\metro 2033\install\
You can also reinstall the game to get the first time pop up where it tries to install the programs needed for the game to run. You could then copy the files in the program folder where PhysX is located & place them into your game before you update it but I'm no sure if this will work.
Remember there is more than one version of PhysX, so be sure to try all of them or at least the latest & the one shipped with the game. If they don't work try the links above as this version might fix you issues with the game.
Any problems be sure to comment & I will try my best to help. Read through to see if people have other solutions. Check back here as I may update this with more detail & methods.