Fukuro (Japanese for "bag" or "sack") is a 3-minute short film from 2001. It features Pyramid Head and a Lying Figure from Silent Hill 2, the Fukuro Lady, and many monsters from early sketches for Silent Hill 2. The film contains disturbing, surreal imagery. Credits go to Masahiro Ito (series art director) for creature design and to Akira Yamaoka (series composer) for the music.
It has been published on Art of Silent Hill, Lost Memories: The Art & Music of Silent Hill, and The Silent Hill Experience.
(Source: Silent Hill Wiki)