What version of Wine? I don't own this, but is it perhaps installed yet hanging on a redistrib setup? Game needs winetricks d3dx9_36 to start. You may need to set GLSL disabled as well.

thanks a lot for the quick response. I am running Wine version 1.8-rc4.
Have Wineskins and enabled d3dx9_36. If i try to run alanwake.exe after the failed install i get the error message "CreateDepthStencilSurface failed - Out of video memory".

the Installer gives some kind of error message when it crashes but most of it is cut off for some reason, all i can see is the options yes, no, abort and retry, which are all unresponsive.

That is old. The 1.8.x series is up to 1.8.3 which includes a GOG installer fix that sounds exactly like your problem. You should at least update to that. I would actually run the 1.9.x series. Minimum GPU is listed as a DX 10 card with 512MB RAM. Many Mac GPUs seem to be unrecognized in WIne. This causes Wine to use a fallback GPU with very little video memory. Very few Mac users file bug reports on this. You can override this by setting VideoMemorySize in the registry or via winestricks.
What's your hardware? If your GPU is too old or is Intel graphics you might not have much luck anyway.

amazing, all of the above got me there in the end. Thank you so much for your help. it seems to be running well on my Intel Iris 1536 MB. Especially after changing the video memory settings like you suggested in winetricks. GLSL needed to be enabled and screen settings set to "use mac driver" in wineskins. Also needed to install xact_jun2010 on wineskins to fix some audio bugs and of course d3dx9_36.

Been waiting a long time to play this, looking forward to it :).

Great, enjoy.