Finnish gaming magazine Pelit had article where Remedy guys did answer to readers questions about Alan Wake. There were also one question about this TV-series like structure of Alan Wake. Remedy did comment to that Alan Wake will include several episodes like TV series. One episode will include peaceful day scenes, where Alan Wake can communicate with citizens of Bright falls and also small level exploration of Bright falls is possible, and fast paced night scenes full of action. Also every episode will end to cliffhanger like so many TV series.
Difference between Alan Wake and e.g. Uncharted 2 seems to be structure. Uncharted 2 were more movie like experience and only slow paced and story driven parts were movies between scenes. In Alan Wake also those slow paced parts are playable and episodic structure ables much more detailed story telling than in fast paced action movie like Uncharted 2.