Poets of the Fall are a real-life band that also exist in the Alan Wake universe. Although lots of things are known about them in real-life almost nothing is known about them in the Alan Wake universe, Pat Maine mentions on a radio show that they remind him of local talent, the Old Gods of Asgard, this is an easter egg as they are both peformed by the real-life band.
Known songs in the Alan Wake universe
War, heard on a radio show.
Presumably The Happy Song as it is written and peformed by POTF and exists in Alan Wake's American Nightmare, heard in Act III when Mr. Scratch appears and on a TV.