Story
Two years before the events of Silent Hill 4 Henry moved into room 302 of South Ashfield Heights. He was happy and enjoying his new life. That is as far back as we learn about Henry's life.

Five days before the events of Silent Hill 4 Henry began having strange nightmares and was unable to leave his apartment. In his nightmares Henry dreamt he was someone else (Joseph), and his apartment was covered in blood and rust.

On the fifth day a message appeared on Henry's door: "Don't Go Out!! Walter". There was another thing; a hole had appeared in Henry's bathroom.

When Henry goes through the holes he is transported into strange areas where he meets people that mysteriously die soon after he meets them.

Eventually Henry finds himself in his own appartment, and learns the next victim is going to be his young neighbor, Eileen. He tries desparately to save her but is too late.

When Henry returns to his apartment the hole has disappeared in his bathroom, but he is able to create a new one in his utility room. The hole leads to a hospital where he finds Eileen, badly injured, but still alive.

Eileen decides to accompany Henry through the strange worlds. They must travel down a strange staircase and repeat the areas Henry has already visited. They learn they are to be victims of the cult murderer, Walter Sullivan. They must fight him to save themselves and the world from his powers.

With the help of Joseph, Henry manages to stop Walter, but depending on the ending, Henry, Eileen, or both may die.