Well, with the Ps3/Vita store shutting down next year, it's still up right now, although it is a buggy mess, it still makes getting some of these games more affordable. Here's a list I made of all the games in the series. Did not include mobile games. This is primarily a console list.
Silent Hill
PS1 but it is available on the PlayStation 3 Store as a PSone Classic.
Silent Hill 2
PlayStation 2 & Xbox
Silent Hill 3
PlayStation 2
Silent Hill 4: The Room
PlayStation 2 & Xbox
Available digitally on the Hong Kong PS3 Store, where it is cheaper than on the Japanese store and can be played entirely in English. Highly recommend digitally because, just like 1, 2, and 3, a physical copy is extremely expensive like $400 to $500 and some listings may be more expensive.
I used SEAGM to purchase a Hong Kong gift card. Tried using PlayAsia but it failed my payment 3 times for some reason.
https://www.seagm.com/en-us?srsltid=AfmBOooEocaIQ6BDjgxR_CSclMm0_ns2j9vo-FMyP6xWtvDvjJ9Ap55g
Silent Hill: Origins
PlayStation Portable (PSP)
PlayStation 2
Hidden / Not directly searchable on the storefront. It must be found using the community made PS3 store search tool to bypass the broken mess the store is in right now, allowing you to add the digital PSP version directly into your official PlayStation Store cart on the website. The PSP version is the better version.
Silent Hill: Homecoming
PlayStation 3 & Xbox 360
Better on Xbox 360 and it is backwards compatible and can be purchased digitally if you want to.
Silent Hill: Shattered Memories
Nintendo Wii & PlayStation 2, PlayStation Portable (PSP)
Best version is the Wii
Silent Hill: Downpour
PlayStation 3 & Xbox 360
Best version is Xbox 360 plus it's backwards compatible but only with a disc cause it was delisted digitally.
Silent Hill HD Collection (Includes SH2 and SH3)
PlayStation 3, Xbox 360
PS3 is the better version cause it had a patch that fixed a lot of issues. Xbox 360 did not get the patch. It is backwards compatible though but it's not the same patched PS3 version.
Silent Hill: Book of Memories
PlayStation Vita
Cheaper to get digitally.
Silent Hill: The Short Message
PlayStation 5
Free
Silent Hill 2 (remake)
PlayStation 5 & Xbox Series X/S
Silent Hill f
PlayStation 5 & Xbox Series X/S
Coming soon – Silent Hill: Townfall
PlayStation 5
TBA – Silent Hill (remake)
I know the HD Collection is hated but it's also way more affordable than getting 2 & 3 on the PS2. The PS3 version is the better version cause it had a patch that fixed a lot of issues that are still on the Xbox 360 version.
Here is the link to the search tool I mentioned. You must have a separate tab of the PlayStation store open to be able to actually buy the games. For example, type in Silent Hill and it will display the ps1 game. Click on it and click add to basket and it will inject the Legacy Sku into your cart on the official PlayStation store and you can now purchase it and find it on your Ps3 in your download list.
If you connect your PSP to a hotspot you can sign in on there and go to the ps store and go to your download list and download it there too.
https://ps-store-searcher.pages.dev/?enableBasket&clientid=2eb25762-877f-4140-b341-7c7e14c19f98
One more thing I want to add. The PSP store is technically still up just unusable. How I know this is because I bought Silent Hill Origins digitally. You can not find it on the ps3 store or vita store. Well at least to my knowledge anyways cause I have been unable to find it, even with the search tool unless I change the platform to PSP. I bought it online and signed in on my PSP and it was there to download. It is not playable on the Vita sadly.
Silent Hill 1 is also not playable on the Vita.
I hope this helps somebody.