In a recent interview with Joystiq, Matias Myllyrinne (CEO at Remedy) has revealed that the developers will continue with the Alan Wake series.
Currently, the developers are more focused on the two upcoming releases rather than upcoming projects but they've announced that there will be future Alan Wake games:
"We'll certainly continue with Wake. Right now we're focusing on getting the PC out next week, then getting American Nightmare out. And it's too early to talk about what our next move is, but we've obviously put things into motion."
Also in the interview, Remedy was asked about any future full AW games.
"Hopefully, we'll have one or two surprises, I don't know, I'm loving the digital [distribution] side and we'll see how that evolves, but just being able to give people quick access to bite-size chunks of gaming is maybe more fun than working for years and years -- taking the phone offline and closing the shutters-- at least, this way, you're able to react much more quickly to people's desires and wishes."
It certainly sounds interesting! Let's see what the future holds! :)
Source: Joystiq
