The scariest part of Silent Hill 4 was the terrible escort missions (*rimshot* I got a million of 'em, folks!). However, I loved how SH4 delved into the mystery of Walter Sullivan and explained why there were two Pyramid Heads in SH2 (one for Walter, one for James).
Silent Hill 3 had the best monster design, barring Pyramid Head, but it was a little on the short side.
Silent Hill 2 had the best plot, in my opinion. I mean, you could write a senior thesis on this thing (and I only say this half-jokingly, because you probably could do that).
Unfortunately, I've never been able to play the original Silent Hill.
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