Silent Hill 2 tells a story based on symbolism and psychology (and probably one of the best of its kind ever made in a video game, much better than some films of the genre such as Shutter Island) while being a good survival horror.
Silent Hill 3 chose a less subtle way with a scenario based on the simplest mysticism but thanks to its game design ideas is an excellent survival horror terrifying and stressful, probably the best episode of the series directed horror.
In short two great games together in this compilation.