If you have Silent Hill 2 in your PS2 memory card, or PC hard drive, you can expirience more scenes in Silent Hill 3. More like References to Silent Hill 2.
Like this one funny scene-
-in Nightmare version of the Central Mall, find the womens bathroom, where you get the Bleach(note: the bleach is there when the puzzle difficulty is on Normal, or Hard.). That dirty toilet. Asks you if you want to get the blockage out of the toilet. Say yes.-
......-reaching hand in toilet slowly.........-
Heather- AUGH....for...get it. This is really gross.
-gets up, and looks back at you-
Heather- Who would even do something so...disgusting?!

OBVIOUSLY James Sunderland would xD
Why is this a reference to Silent Hill 2? Because, in Silent Hill 2, you have to do this. Theres a wallet in it, which contains a code for the door. But he does it with no problem, without complaining. Heather cant handel the manly tasks lol.

2nd reference-
-When your in Silent Hill, go to the Paradise Club. You'll see a picture of Maria, from Silent Hill 2.-
Heather will say something, but i forgot what. Maria has black hair in the picture, unlike how in Silent Hill 2, when she has blonde hair.
3rd one-
-in the Church, in the sacred room with the giant symbol on the floor, to save your game. One of the pictures....if i can remember, i think its Mary, James wife, from Silent Hill 2.-
4th one-
In the Central Mall, at the beginning. In the quiet hallway, i believe its right near when you get the map, you'll see a letter thats from Mary, from Silent Hill 2. Heather will show alil pity, and say something.-
5th one-
-Go to the rooftops in Brookehaven Hospital(not Nightmare), find a gate, ignore the Closers. Silent Hill 2 reference.

Thats all i found. I think theres one in the Subway, but i havent found it yet. I will update this when i find more. Again, you MUST have Silent Hill 2, with the game beaten atleast once, in your Playstation 2 Memory Card, or your PC Hard Drive.