The very first trailer was released a long time before the game was released. Small details and even the premise changed during development. Later trailers would then reiterate the plot but still got some other details wrong. What you can't see from the trailers is that it was originally going to be an open-world game. It was replaced with a more linear approach and unsurprisingly some people were outraged. The developers have since then been much more careful about releasing information that might still change.
There were plans for more Taken animals to be used, such as Taken dogs and bears, but the developers didn't like the animations they got for them and so cut them. There's even a little misleading foreshadowing, such as a dog that goes missing (and another dog you hear about going missing over the radio). It's also very likely that at one point they intended the wooly mammoth skeleton to come to life, since in the same building you see a giant hole in the wall and Alan remarks that it's "mammoth-sized." These are all probable leftovers in the script from when they planned more animals to attack you.
This also added to the creep factor since, with out the Taken beasts, it made it seem as if there were far worse things out there stealing dogs, killing bears and deer, and crushing walls and cars.
Nathan Fillion was reportedly interested in taking up the role of Alan Wake.
A result of the game becoming an Xbox 360 exclusive in the middle of development. The game was demoed for its graphics, physics and multi-core technology before that. There's room to speculate whether some of the physics effects seen in the early demos were cut because of consolidation or because the developers got other ideas.