I just finished the Silent Hill 2 - one of the most wonderful games I ever played. It's quite late, and I am quite tired, but I'll never have the expirence of finishing SH2 for the first time, so I'm going to try my best and share my impression and feelings about this game.
First of all, unfortunantely, I don't have Play Station 2. A friend of mine promised to give it to me as a present, if we finish one game development project (which I took part), but then our relationship crashed and, I think, I'll never have my own Play Station 2. That's the reason I had to play SH2, which was originally made for this console on my PC. At first I thought I would stop playing, because control of the game played on my nerves. With keyboard it was quite inconvinient, but my gamepad had only 4 + 6 buttons, which was not enough. (To be frank, if there is something I don't like in the game, I stop playing it - I prefer not wasting time). Then I got an idea to buy a gamepad with more buttons, than I have at the moment. But at last I thought to save my money and try to play as it is (using gamepad and keyboard together). Now I believe - I did right, that I continued playing it.
Well, now - about the game. There is an outstanding review on Wiki about Silent Hill. The reader can follow the link to know more: http://en.wikipedia.org/wiki/Silent_Hill
But I am going to make my own review.
Silent Hill 2 is a psycological thriller. The genre is survival horror - it's action + good plot and some patterns of the quest. Even when you finish the game - many quastions remain unresolved. And it's only you and your imagination that can make possible solvings of them.
There are some heroes in this game - the main one is James Sunderland.

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From the very beginning of the game we know, that he was married, and his wife died three years ago cause of illness. Her name was Mary:

Once, before her death (as I can guess - it was not long time before she died) they came to kind of resort town situated in the U.S. called Silent Hill). His wife liked it a lot. They had many special places - such as nearby the lake, in the park, in their hotel room. James even made a video-tape of his wife (already rather sick) in this hotel. She even asked him to bring her back into Silent Hill - one day.. But it never happened, because she died.
Once upon a time - three years from Mary's death - James receives the letter, written by his wife. She writes, that she's currently in Silent Hill waiting for him. James goes there and tries to find her.
Silent Hill became a bit different from the time he stayed here with Mary. All people disappeared, there are many monsters around, everything is in fog.. He meets some people there anyway. Here there are:
Eddie
James meets him here, in Silent Hill. What we know about Eddie: when he was a kid, everyone laughed at him, cause he was fat. Once he killed a dog, and then one day he got an arm and killed people, who behaved bad with him. Now he's in Silent Hill - saying, that he's not guilty he did it, because it was they who behaved bad with him.

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Angela
James meets her on the cemetary nearby Silent Hill and askes the way there. She's also going to Silent Hill - to find her mother as she says. She's the most depressive hero of this story.
She was rapped in her chilhood, most likely by her father.. and then she killed her parents.. because of this - but she actually doesn't realize it. She wants to commit suicide:

Laura
A girl - she says, she knows Mary. They spent time together in the hospital, when Mary was there. Mary even wanted to adopt Laura, if she was healthy. Laura hates James.
She's innocent, and it seems that Silent Hill is not dangerous for her, she's not afraid of it, in spite of she sees the things there in a way James sees them (monsters and so on).

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During his journey in Silent Hill he meets one more person, which seems to be very strange. She looks like his wife.. only haircut and clothers are different. Her name is Maria:

We can guess, she came from the club in Silent Hill.
If we play the sub-scenario of the game (as Maria) we will know, that she's actually a ghost. But she wants to be with James, and Japmes has to protect her. At last he feels kind of love to her, but she dies - three times :(
Well, to make the story more interesting, I'll like a couple monsters you have to survive from:
Pyramid Head

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You can't defit it, only run away or try to survive - it will go away in some time. This monster is a symbol of punishment for sins, that people made. Looks really scary.
Nurse Demons

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There are quite many of them, but most important is Pyramid Head.
Now about psycological and thrilling part of the game. If you are playing the game at the moment - you'd better skip this part (or it may be not so interesting to play it), but anyway, when I played I already knew it, and it was interesting anyway.
Here it is:
In fact it was James who killed his wife. She was ill and in pain all the time. She was going to die any moment - and she wanted to have no pain anymore (but in fact, she also didn't want to die either). One day James got mad and killed her.. then in was in his mind - Silent Hill - the place, where all the sinners are punished for what their did. He realized only at the end of the story what he did - and there are 7 possible ways to end the story (it depends how you behaved during the game).
As it all happens in his mind - all the carecters of the game are parts of his character. As I understand:
Eddie - his crazy part - the part, which made him kill Mary.
Laura - his innocent part; it's shown as a child, because, first, children are innocent, and second - sometimes they don't realize, what they do.
Angela - his depressive part; the part that keeps him thinking about his sin
Maria - the part, that wants his wife to be back
Pyramid Head is a punisher - in fact as James realizes his sins he wants to be punished (deep in his mind).
My ending of the story was - Leaving. It's where Mary forgived James and he continued his life, as an innocent person. (It's shown like his leaving with Laura).
There are some other endings - like he stays with Maria, he reincornates to a dog, they go to an island with Mary and one of them reincarnates there, etc.
I enjoyed playing a lot. I like games, which make you think about life; there were quite many logical tasks and some things, that you have to think about to understand them.
I advice you to play this game - and if you do - feel free to write your opinion - will be happy to read it.