***SPOILER*** Mary's room? James talks about visiting Silent Hill with Mary, but there are some implications, between various notes, the collectible photographs, and other little clues, that suggest the couple might have lived in Silent Hill,

THE BIGGEST CLUE is in the apartment where James has his first real encounter with Pyramid Head as he attacks the mannequin monsters. There's a small side room you can find here that contains a bed and a chair beside it. If you compare that room to the one shown during the Leave ending, in which James and Mary have one last sickbed conversation, you'll see they're nearly identical.

Maybe this room was Mary's sick room in their home? and it follows that this might be James and Mary's real apartment?