Jacob's Ladder is very important to mention, since I'm of the opinion that the Silent Hill series is more or less based off it, in the way that RE can trace its origins to Romero's Dead movies.
The confused, disoriented protagonist who finds himself in a subjective and disturbing version of reality (and with a James Sunderland jacket to boot). Strange, freaky monsters who follow him, and who may or may not be torturing him for his personal sins. It's pretty much Silent Hill the movie (though with less actual confrontation with the monsters, as its not a videogame).
Hell, the subway in Silent Hill 3 is based off the area of the New York subway that the protagonist is in at the beginning of JL.
That movie is awesome. Some really creepy stuff in it. The only thing I didn't really like was how they beat you over the head with the symbolism at the end. I understood the metaphor, and then they basically explained it to me like I was a 2 year old.
Overall good movie though.
Yeah, Jacob's Ladder is the only film I can recall that really hits upon the same atmosphere and themes of Silent Hill. I always think of the scene wherein Jacob is sent for X-rays and the hospital gradually turns into a nightmare world, quite in the same manner of Dark Silent Hill. The insane people, grating, a fan, the box the shaking-head man is in, and especially the soundtrack which suddenly fills with ominous clangs and mechanical noises. And the fact that it's a hospital, after all. And the symbolism of the broken bicycle at the start of the sequence... sheesh, the whole Silent Hill series could trace its roots to those five minutes of film.
Man, I'm watching that film and returning to Silent Hill 3 tonight.