The track Space Oddity by David Bowie was removed from the game due to changes in licensing, and replaced with a new original song by Petri Alanko, Strange Moons.

This instruction will help you to bring it back.
Note: This guide should be perfectly legal because you can download these files only if you own the game.

You can download all of the necesary files directly from Steam by yourself! (if you own the game)
Just follow this steps:

1. Open Steam console. You can do it by openning a command window (press "Win + R") and entering the command: steam://open/console — then press Enter.
   
2. Write download_depot 108710 108711 6213019430359665046
   
3. Wait for download to end (it will be ~11 GB).
   
4. Go to folder ...\Steam\steamapps\content\app_108710\depot_108711\ (exact path will be displayed in Steam console after download is finished).
   
5. Copy these files from data folder:
   
   • ep999-000-en.rmdp
     
   • ep999-000.rmdp
     
   • ep999-001-en.rmdp
     
   • ep999-002-en.rmdp
     
   • ep999-003-en.rmdp
     
   • ep999-004-en.rmdp
     
   • ep999-006.rmdp
6. Paste these files to ...\Alan Wake\data\ folder and agree to replace the files.

And done! You can play Space Oddity either in Extras menu or during credits of Episode 6.
(You can delete all of the files downloaded in step 3)

To download files for non-English languages follow these steps:

1. Follow all previous steps.
   
2. Open Steam console again.
   
3. Write depending on your language:
   
   • German: download_depot 108710 108714 7348119277621008524
     
   • Chinese: download_depot 108710 108715 7235351921683823784
     
   • Spanish: download_depot 108710 108716 4233299448594082109
     
   • French: download_depot 108710 108717 6164405141310979182
     
   • Italian: download_depot 108710 108718 3238886849919997039
     
   • Japanese: download_depot 108710 108719 5042424492108664759
     
   • Korean: download_depot 108710 108720 548696504315047801
     
   • Polish: download_depot 108710 108721 1329791846813922367
     
   • Russian: download_depot 108710 108722 1767106655164941640
     
   • Czech: download_depot 108710 108728 2929261479062212390
4. Wait for download to end.
   
5. Go to folder ...\Steam\steamapps\content\app_108710\depot_<depot_id>\ (exact path will be displayed in Steam console after download is finished).
   
6. Copy these files from data folder:
   
   • ep999-000-<lang_id>.rmdp
     
   • ep999-001-<lang_id>.rmdp
     
   • ep999-002-<lang_id>.rmdp
     
   • ep999-003-<lang_id>.rmdp
     
   • ep999-004-<lang_id>.rmdp
7. Paste these files to ...\Alan Wake\data\ folder and agree to replace the files.