Deadly Premonition/WMG

York isn't really an FBI agent, he's just that crazy
Seriously, if you view York as a crazy nut it could make since that he's not even a real agent. There's only one time in the game where the story makes any connections from York to the FBI and that could have been faked easy.
 * Makes sense when you realize all the faults in practice York makes that a proper FBI agent wouldn't, such as York not realizing that he does in fact not have to deal with the crap the entire city gives him and yes he is entitled to all information on the murders because he's an agent of the federal government.
 * Then again, that raises the question of how he's been able to track the murders that had been occurring all over the country, and how he has all those plastic bags full of red seeds.

Willie is immortal

 * Confirmed by Word of God.
 * Confirmed by Word of God.

Legendary Tabatha has eaten the red seeds
Jim says that Legendary Tabatha has lived far longer than the normal 7 year life-span of a fish of her species; it is known from the graveyard deer that eating red seeds renders animals immortal. Jim also calls Legendary Tabatha a warning for mankind from nature. If she ate the seeds, then her appearance is a warning: a warning of the presence of the red seeds and their corruptive power in Greenvale. If this WMG is correct, then it transforms "Legendary Tabatha" from what it currently is (an irrelevant sidequest to catch a big fish to earn a better fishing rod) into something plot-relevant (a shining example of devilishly brilliant subtle foreshadowing for people who complete the "Legendary Tabatha" sidequest before being directly informed of the red seeds' effect on the deer in the main storyline).

The Big Bad is of the same species as BOB.
He feeds on suffering, exists in in Black Lodge/Red World. The difference being,  made the mistake of taking on someone who

didn't just go insane like the rest, he turned into a virtually invunerable killing machine likely so he's not effected by the trace amounts in the soil. And ... well.

York and Zach...
...are two different real people who have a psychic connection. Which means that elsewhere there is a guy named Zach (who is possibly also an FBI Agent) who talks to an "imaginary friend" named York who helps him through his experiences as well. At some point toward the end of the game, the two will meet each other in person and their connection will be explained.
 * Well, arguably,

Willie is the Genius Loci of Greenvale
Considering that Greenvale is shaped to look like Willie on the map as well as the fact that, Willie might be more important to Greenvale than anyone thought.

The Red World was not pleased with the Hate Plague.
This is the reason

The Slender Man is also from the Red World, or in some other way connected to Kaysen/his dimension
Just an idea I got since some parts of the Slender Man Mythos also make heavy use of tree imagery.

.
 * Swery did mention he was working on a sequel...

Ideas for a possible sequel
Since SWERY did say he wanted to do a sequel....
 * A completely new main character. Most of the story of the first game was resolved, York's story is over, as well as many others in Greenvale.
 * Centered in a new town.

has been around far longer than everyone knows of.
His music starts out with drums, sounding similar to tribal music.