Henry Mason

"I can save her." Henry, about to start finding his girlfriend, Lisa Garland.

What did he do wrong?
He killed a thug by slashing at him with a knife.

To Silent Hill
Henry's girlfriend, Lisa Garland was reported missing until Henry got an email from Lisa, saying that she was in Silent Hill telling Henry to save her. He lived in Brahms, so it was not far away.

IS HENRY DEAD?!
A theory similar with James Sunderland. With the dead corpses laying around Silent Hill that look like Henry, this is one scary theory. Hideo Kojima has deconfirmed this, but people still believe this theory.