Some of the manuscripts from Episode 2 make references to Max Payne.
In chapter 4, there is a Microsoft Tag, though it looks like art. When read by a specific smart phone app, you'll unlock a secret. You'll be given access to several themes for your Xbox 360, as sponsored by Verizon.
At the start of episode 4, upstairs near Alan's room is an Xbox 360 and a copy of Night Springs.
In the fictional Alan Wake interview, Sam Lake makes a cameo. As an added bonus he does the infamous "Max Payne" face.