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The Great Pyramid Head Debate
#1
There is quite a debate about whether Pyramid Head is a manifestation of James' guilt or if other people within Silent Hill can see him, which leads many to tend to believe that Pyramid Head is not a manifestation.

What we do know:

James visited the Historical Society during his first trip to Silent Hill. Within there there is a painting depicting the executioners during the time Silent Hill was a prison camp. The executioners wore the same outfit as Pyramid Head.

Who has seen Pyramid Head:

James - Obviously, as James is the one who has to fight him.

Maria - As a (true) manifestation of James' psyche, she is attuned to all that James can see.

Angela - No evidence that she has seen Pyramid Head. Nonetheless I don't think this can be ruled out as she does see some monsters, such as Abstract Daddy. She also warns James within the cemetery that the town is not safe. While this is from her own experience and most likely set of monsters, if she is seeing monsters then most likely she could see Pyramid Head if she wanted to.

Laura - She doesn't see anything but an empty town with a few people running around.

Eddie - He might see something, but he would most likely see Pyramid Head as a friend. Eddie's trip into madness is quick and severe and has affected his mentality. After the bowling alley the next time we see Eddie is, if I remember correctly, after the Prison right before the lake. If Eddie had to take the same route as James to get to the warehouse area, then Eddie would have had to walk by/around/right above Pyramid Head in the circular basement where James picks up the Great Knife. Pyramid Head could have appeared as a friend to Eddie so that Eddie would face James and feed the guilt in James for killing another person.

Mary - She is dead. If she sees anything it is from her grave.

Those are my thoughts on it. I think Pyramid Head truly is not a manifestation of James' psyche, but was his antagonist due to his prior knowledge of the town's history. What better way to punish yourself for murder then to have an executioner following you around?
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#2
I think PH would have been James' antagonist in any case. There is a lot of evidence to show that the Pyramid Head executioner was woven into the history and religion of the region, from the hooded executioners of the prison to the "modern day" exeutioners of the cult such as Jimmy Stone and George Rosten (see the SH4 victim files for pictures of their own mock PH costuems). As not only James' punisher in this instance but also as one of the higher beings within the hierarchy of the cult, it seems natural that it would present itself to him in the form which it felt most comfortable in.

That James visited the historical society on his prior visit there is a point of view I think lacks sufficient evidence. Upon inspecting the painting, James declares "It's him...", a trailed off sentence seemingly of awe which he would probably lack if he'd seen such a picture before. Does it say somewhere he visited the society on his trip with Mary?
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