WMG / Eternal Sonata

Chopin's dream world is actually his Silent Hill.
Monsters changing forms? Check. Some great evil to overcome? Check. People representing others Chopin has met in his lifetime including the figment of his sister? Check. True, it's a fairly brightly-colored and Pyramid Head-free Silent Hill, but the point is still valid.
http://tvtropes.org/pmwiki/pmwiki.php/WMG/EternalSonata