-Search the bookshelves in Alan's New York apartment and other locations until you find the book "The Things I Want", which is a chapter title 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 amidst a blizzard in New York.
-Alan Wake's fictional protagonist in his novels, Alex Casey, is similar in many ways to Max Payne.
-During the Episode 6 flashback, Alan wakes up with a hangover and needs pain killers to stop the pain. The bottle is identical to the one that is used by Max Payne for his pain relief.
-During 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, a reference to the "Bullet Time" ability both Max Payne games used.
-Two pages of the manuscript found in Episode 2 seem 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.
-One of Wake's books is titled "Return to Sender". In Max Payne some of the televisions show episodes of the series Address Unknown, in what the television network is calling a "Return to Sender Marathon".