The scene where Vincent is wheeled on a gurney into the operating room full of nurses (you know, those nurses) by two of the Bretheren is probably the most effectively scary usage of the nurses in the entire Silent Hill franchise. In the games they're just disturbing enemies; in the first film they were just a particularly creepy obstacle to be overcome; this time they get to show off just how nightmarish they really are as they overwhelm the Bretheren, despite their cattle prods, and brutally hack them to death, while giving off the most disturbingly orgasmic gasps and moans.
At the end the fog lifts and the ash stops falling. Vincent and Heather think they've beaten Silent Hill and it's safe again. They leave. And then the cops pass into Silent Hill, and you realise that hell naw, they've merely escaped; Silent Hill is still there. And you can get there just by making a wrong turn...
The Scare Chord that comes with it is pretty effective.
Heather's nightmare at the start of the film, when she gets burned alive on the carousel, with graphic and realistic detail showing her flesh burning up, is pure horror.