Pro Singer Reacts | Old Gods of Asgard - "Herald of Darkness" 

Now you need to check out the Poets of the Fall. The song Angel from the Alexander Theater Session is one of my favourites. It is just a piano and Marko's amazing voice.

This is from a musical segment of the video game Alan Wake 2 and there are segments of gameplay between the segments of this song where the song segment will repeat endlessly until the player discovers how to progress. The jazzy "I gotta figure it out to bring this song to its end" is a relatively short segment that repeats until the player solves a puzzle in the vicinity. Then the song finale plays.

For some in-game lore of the band, like you guessed, the guy with the hammer is Tor (Anderson), the singer is Odin (Anderson, the two are brothers), while the guitar player is Balder ("Fat" Bob Balder). There was a fourth member in the band, but currently little is known of him besides that he was Loki (Darkens),played the guitar, was at odds with the other members of the group and disappeared in 1972 if I remember correctly, with no clues to what happened to him or where he is now. Canonically, Balder died of leukemia in 1980, after which Odin and Tor retired, having released 6 albums (with the 7th being made remaining unfinished due to Balders death) during the 1970s.

So Alan Wake is a psychological horror game. As you discovered through the song, Alan Wake is a writer how has been suffering from his own success and also mental issues. Him and his wife goes on holiday to a fictional place called Bright Falls, which is located in Washington. Things go awry when Alan and his wife, Alice have a quarrel and he barges out of the rented house. Alice falls into the nearby lake and Alan jumps in after her. Only to wake up in their car that has now been crashed. Alan goes off to find clues on what happened while he also finds manuscript drafts that he has written. He doesn't remember them and the stuff he reads on the pages also eventually comes true. Eventually he finds out that Alice is trapped by a strange presence in a different dimension called 'The Dark Place'. The Dark Presence holds Alice hostage until Alan writes into our world instead. Alan manages to outsmart the presence and free Alice at the end of the first game, but he ends up trapped in the Dark Place instead. During Alan Wake 2 he has been trapped for 13 years, constantly trying to write his way out, but failing and also forgetting about his past failures. Warlin Door, the talk show host, is another mysterious entity in the Dark Place that mainly seem to mess with Alan. But he also tries to nudge him into the right direction with his talk show act. The Herald of Darkness works like a recap on Alan's life for both Alan and the player. Also, the third guy doing the funny little jig during the presentation is Sami Järvi (known as Sam Lake in English), the main writer of the games as well as the director.