Silent Hill is actually one of the most persuasively scary game worlds I know. It ain't just jump scenes and ugly monsters, it is a layer cake of creepy.
Of course, most people never even saw this intro because it didn't play automatically, but only if you left the main menu on for about 4-5 minutes. At least in the first pressing version.
The peak of the series, this is a game that truly messes up with the player. I love the whole undeground tour from the historical society to the meat lockers. You felt you went down and down just to appear at ground level like nothing. It's the kind of subtle touches that hardly any other games have.