I was going to tag Mayo too lol
Ok, spoilers!
Silent hill 1 follows Harry Mason and his adopted daughter Cheryl. His wife passed away some time ago and he takes his daughter to vacation in Silent hill. Once there he is in a car accident and his daughter goes missing. The game is Harry attempting to find Cheryl and understand the town of silent hill.
While some horrible events have taken place in silent hill (involving a cult called the order and human sacrifice) silent hill is not exactly a place. The town manifests the character's personal psychological torments and makes them own up to all the nasty things they've done in their past. That's why there are so many different monsters - custom tailored to which character you playing. They frequently represent sexual frustration.
Harry was a pretty cool guy though, so the monsters he encounters are actually manifestations of a young girl in a coma named Alyssa. Alyssa was sacrificed by the cult of silent hill to bring their god into the human world. The towns people tried to burn her alive, but failed. So Alyssa is horribly burned and barely alive, dreaming these nightmares in the hospital. That's why nurses are so iconic to the series.
Alyssa's soul splits in two... As part of the ritual or just something she did out of pain is unclear, but the soul (all good) manifested as a baby. The baby was Cheryl, who Harry has to find before she can be reunited with Alyssa and or sacrificed again.
There are multiple endings, but ultimately, Harry rescues Cheryl/Alyssa. The girl is made whole but is a baby again. This is just something that happens in lots of Japanese survival horror games lol
Silent hill 2 follows James Mason. He comes to silent hill after receiving a message from his dead wife to go there. The town manifests monsters that reflect his past, your actions in the game determine the ending.. This one is a little more straightforward, James killed his wife either out of mercy or frustration and silent hill forces him to accept what he's done.
Silent hill 3 comes back to Harry and Cheryl/Alyssa who is now called Heather to hide from the order of silent hill still searching for her to sacrifice. Heather had no idea who she was, and seemed to be doing pretty ok.. She's 17 in the game, but is referenced as being much older by some characters considering she's hit the reset button and gone back to baby-dom a couple times. Harry is killed by the cult and Heather must learn about her past and prevent the cult from trying to bring their god into the world again.
Silent hill origins follows a trucker into silent hill. Like James, the town manifests his personal secrets and demons forcing him to confront them. The time is set before Cheryl/Heather and during the events of the original Alyssa's lifetime. He is actually the one that saves her from the sacrifice. I forget what he does after that.
Silent hill the room follows someone nowhere near the town, but a man locked in his apartment by a serial killer from it. The killer is attempting a ritual of the cult to bring his mother back to life. Unfortunately he thinks his mother is this guy's apartment.
Downpour follows... I forget his name. Murphy? Meh it sucked lol A prisoner being transferred crashes into silent hill and must confront his past. The monsters are really lame. This guy didn't do much wrong.. Killed a child molester. Silent hill doesn't go to hard on him for it.
Homecoming follows Alex, who lives in a town near silent hill that belongs to the same cult. He also confronts his past and learns about the evil cult rituals.
That's basically the series. The cult plays varying roles in each game from being major parts of the story to barely mentioned, and the main character is a tortured soul who has lost someone they love and or large chunks of their memory that silent hill forces them to come to terms with. Hope that helps!