There might be another game in the works, Sam Lake tweeted recently:
It's all true. "It will happen again, in another town, a town called Ordinary." It's happening now. http://bit.ly/N7bfBW
There are a lot of website talking about Sam's tweet and speculating about what it could mean. The link is to a blog, a story about someone moving into an old house and finding a shoe box with poems in it. I suggest you take a look it's quite interesting. Also Remedy acquired the domain Alanwake2.com.
Maybe the blog is the set up for the next game.
Small spoiler from the first game.
It seems someone has moved into a house and found a shoebox left behind by Thomas Zane, remember anything he left in a shoebox would still remain even though he wrote himself out of existence. This person also seems to be having dreams of Alan, and seeing shadowy figures in his home. Maybe the game will follow this person as he unravels the events that took place in bright falls. Maybe he will eventually find Alan and perhaps help him escape the dark place.
It's really interesting and brings a lot of theories to mind about what could happen in the next game. Alan Wake is one of my favorite games, I've beat it several times and each time I play it I come up with a new theory about the story line. I can't wait for the next installment and really hope Sam's tweet is a hint at whats to come.