Successfully complete the game under any difficulty. Save the game after the credits complete to unlock the "Brand New Fear" option .
Call restaurant
When you look out your window, you can see the phone number of a restaurant. You can use the phone to call that number for fun.
Creepy Call
Whenever you walk around in Henry's apartment, go to his bedroom and look out of his window. If you notice, you will see a billboard that says "Bar Ashfield" on it and right below it as a phone number. Then go to his phone next to his bed and dial: 555 - 3750. It will play a little creepy call makes Henry feel disturbed.
Cynthia's Special Costume
Finish the game with all four endings on one slot. Start a new game and select Eileen's nurse uniform to have Cynthia wearing her special costume.
Endings
There are four endings in Silent Hill 4: The Room: Escape (the good ending), Mother, Eileen's Death, and the 21 Sacraments (the bad ending). Ironically enough, the worst ending is the most interesting, and the best is the least interesting. To get Escape, you must take good care of Eileen and your room. For Mother, make sure Eileen is okay but disregard your room. For Eileen's Death, disregard Eileen's safety/sanity but take care of your room. For the 21 Sacraments, don't bother with either of them.
Fifth Alternate Ending
Successfully complete the game four times and earn the 4 different endings. Play the game again using the same save slot and select Eileen's nurse uniform. If you complete the game a fifth time, hold Triangle and Circle before the ending to see the special UFO fifth ending.
Hole's Movement
This is not really a cheat, but if you have noticed the hole in the bathroom, in your apartment, get's bigger after every level.
Moving Loading Screens
Whenever you enter a new room and get the loading screens with the weird symbols, move the left analog stick around and watch as they move across the screen.
One Weapon Mode
Get 10 big stars in hard mode.
Possessions
Throughout the latter part of the game, your apartment will become possessed and/or haunted. If you took the Shabby Doll that the mysterious man gave you inside of the Apartment World, Ghosts will slowly come into your apartment. No matter what, however, your apartment will become possessed from time to time. You must eliminate these possessions by lighting Holy Candles near the possessed item, or equipping a Saint Medallion once you go near it.
Saint Necklace
Wearing the Saint Necklace, it has two usesl to keep your "ghost sense" from causing actual damage, and to actually exorcise spirits from your apartment. When wearing it in any other world besides the apartment, the screen will do its usual haziness when ghosts appear, but nothing more until the necklace breaks. Keep in mind that the necklace will break if you are confronted by ghosts for too long. Wearing the necklace and running to a possessed area of your apartment will cause the spirit to fight back, but if the necklace is not already broken, the spirit will lose and disappear. Keep in mind that you must have your apartment completely exorcised for the good endings.
Silent Hill 3 Cameo
Sometimes if you look out of Henry's windows, you may see a hot air baloon in the sky that has the Silent Hill 3 bunny rabbit from the amusement park as its design. You will also see the bunny as a stuffed animal if you look through the hole in the apartment where you can see Eileen's room.
Submachine gun
Successfully complete the game with a rank of at least 9 big stars. Start a game in "Brand New Fear" mode and look in Room 202 in the Apartment World to find a submachine gun for Eileen.
Sword Of Obedience
There is no need to waste a sword if you are just entering areas for items. Instead, knock the ghost down and stab it with the sword, get what you need, and take the sword back. After taking the blade out, you have five to seven seconds to leave without your "ghost sense" ringing out.
Unlock Chainsaw
Beat the game once, save and load the new data. Then, in the Forest World, near the car, search for a cut trunk, the Chainsaw is right beside it.
Unlock Eileen's Nurse Costume
Complete the game on any skill level and then restart using the same save. Check room 302 for the costume. It can be selected on the 3rd run through.