Most things you see in the game are based on something that our guys saw during our research phase. We took something like, oh, I think it was 60,000+ photographs in and around Washington state to get that whole Pacific Northwest look down, so things look pretty authentic. (We did comparatively little concept art; we tended to use photographic references instead.)
That said, it's true that the Finnish and the Pacific Northwest woods have some surprisingly strong similarities, but really, that's more a coincidence than anything else. (It's no secret that Twin Peaks was a big influence on us; obviously, I'm exaggerating here, but if the series had been set in Arizona, Alan Wake might look completely different! =))
Anyway, you can see some examples of how we used real world locations as a reference to create pretty authentic-looking in this Dread Central article
, for example.
And yeah, there's more about this subject in the Alan Wake Illuminated art book.