In the room where you rescue Angela from the Couch Daddy, the walls have this weird kind of decoration up near the ceiling. There are these holes up there, and they have some kind of peg-like mechanism going in and out of them. After you defeat the Couch Daddy, Angela reveals to James that her father raped her. It took me more than one playthrough to realize what the things at the top of the ceiling reminded me of....
Eyes (peeping in on her) penises (she was raped) or sperm (Word of God says the room represents her womb and there's a fun little fan theory going around that says Angela was pregnant from her dad). Take your pick.
James' delusional fantasy takes shape at the moment the game begins, as he is gazing at his reflection in the bathroom mirror. In the Born From a Wish scenario, Maria, a manifestation from James' mind, comes into existence at this exact moment some distance away, and she, too, is introduced to the player as a reflection in a mirror. Expanding on this, James originally comes to town intending to commit suicide, an urge which (possibly, temporarily) is suppressed by the invention of his quest to find Mary. When Maria is introduced, she is openly contemplating suicide herself.
James' version of Silent Hill often shows buildings decrepit with water damage, and water is a constant motif for him, from the flooding damage in every building, at the end of the apartment segment with Pyramid Head, the floors of the prison (which is under a lake), and the final sections of the hotel. Along with this, distorted breathing sounds are constantly used throughout the game in the soundtrack and as ambience. These both reference:
Mary's death by suffocation. Water is used as a motif due to the claustrophobia of drowning and being suffocated. The breathing sounds are obvious. Both also reference the weakening state of her body as she slowly succumbs to sickness. But for the most part, the water represents suffocation.
James' desire to commit suicide via the lake. Water and flooding there to constantly remind him that he wants to end his life.
The voice acting may seem terrible, but it starts to make sense for some of it to seem so forced and artificial once you learn how screwed up everyone in the cast is and just how normal they really aren't. They have all had specific traumas that make it difficult for them to adjust socially, and everyone has some dark, terrible secret to hide.
When James is using the Great Knife, the attacks James performs with it are almost exactly the same as when Pyramid Head uses them. Considering what Pyramid Head represents, there's a very good reason for this.
James always sees Silent Hill as being a waterlogged, collapsing mess, Angela sees it constantly on fire. It makes sense for a lot of reasons (James is "drowning" in guilt, Angela is "burning" with anger) but considering the more Freudian motifs at work in the story, it carries another meaning. James has the capacity to be a rapist, driven by sexual frustration (as evidenced by Pyramid Head's behavior), while Angela is a rape victim, driven by shame and anger. They're two sides of the same coin.
While Pyramid Head being a representation of James' guilt is made explicit by him declaring he doesn't need him any more, the seemingly encaged form Maria/Mary takes during the finale is eerily reminiscent of the earlier painting◊ of Pyramid Head and his victims, making the parallels even more explicit, as Mary was James' victim, regardless of the reasons he did it.