* Search the bookshelves in Alan's New York apartment and other locations. One 
  of the books is is "The Things I Want", which is a chapter title from Max 
  Payne 2.
* In Alan's New York Apartment and various other locations throughout the game,
  examine bookshelves: One of the titles is "The Things I Want" which is a 
  chapter title and monologue sequence from Max Payne 2.
* During the flashback at the start of Episode 2, inside the apartment's master 
  bedroom is a radio which broadcasts a winter storm warning and comments that 
  it is the worst in New York history. This also happened in the original Max Payne,
  which was set in a blizzard-covered New York. 
* Alan Wake's fictional protagonist in his novels, Alex Casey, has many similarities
  to Max Payne.
* In the Episode 6 flashback, Alan wakes up with a hangover and requires pain killers
  to stop the pain. The bottle is identical to the one that is used by Max Payne for
  his pain relief. 
* In Episode 4 you meet a burned out game designer. The game designer rants about 
  how they thought it was fun to include "mullets" and "mullet time" in their game.
  Soon producers wanted "mullet time" in everything. This is a reference to the 
  "Bullet Time" ability both Max Payne games used. 
* Two pages of the manuscript found in Episode 2 appear to be from Alan Wake's 
  Novel: The Sudden Stop. The implication of the protagonist's wife and child 
  matches the setup for Max Payne. The reference to painkillers could also call 
  out to the use of painkillers to restore health in Max Payne.