Heather (Cheryl) Mason (Alessa) from SH1, and Alex Shepard SH: Home Coming. Unfortunately my least favorite SH is Home Coming, that shit left a bad taste in my mouth! Downpour was an improvement, but it was still a far cry from the original 3.
Pyramid Head is the main antagonist of Silent Hill 2 and serves as quite possibly the most famous example of his series' use of psychology and symbolism. The game's plot starts when James Sunderland (the protagonist) receives a letter from his wife asking him to meet her in Silent Hill - but his wife's supposed to be dead. Pyramid Head stalks James throughout the game until the end where he's the final boss, and he represent James' wish to be punished for his wife's death.