Remedy Games sadly has to remove Alan Wake from stores due to expiring music licenses. This includes both retail and digital stores.
Remedy Games posted on the forums: “The music licenses for Alan Wake are expiring. As a result, the game is going to be taken out of physical and digital retail. Alan Wake’s American Nightmare will stay in retail. We’re having a 90% off “Sunset Sale” for Alan Wake on Steam 13.–15.5.2017”
Remedy is hoping to relicense the music in the original game, although there is no timeframe for this. American Nightmare is remaining in stores because the music in that game has been relicensed. The same wasn’t able to be achieved with the original game.
If you already own the digital version of the game, you don’t have to worry as you can still re-download the game. This only affects new buyers of the game. If you want to play the original, you may have to now seek out a second-hand physical copy once it has been removed.