Silent Hill's storyline is actually very inconsistent.
Silent Hill 1 and 3 are connected,
(SPOILER)As in, Heather being Harry's daughter Cheryl; as well as the continuation of the Holy Woman storyline
And Silent Hill 2 and 4 are very, very vaguely connected,
(SPOILER) There is a very minor character in Silent Hill 2 (I believe he is only mentioned in a note?) who is in fact the main villain of Silent Hill 4
You could play any Silent Hill (other than 3, really) and the storylines would make perfect sense because they have no major connections to eachother other than the concept of Silent Hill. Except 3, that is heavily related to 1.