Although significantly different from its predecessors, Silent Hill 4: The Room still has its share of secrets and unlockables.
- In the introduction sequence of the game, the player will wake up in a fully possessed and haunted Room 302. It isn't indicated at first, but after completing the game or revealing enough of the story, it becomes evident that the player is actually seeing from the viewpoint of Joseph Schreiber during this time. This evidenced by his confusion towards the different furnishings in the apartment, most notably towards a photo of Henry Townshend hanging on the wall.
- During the loading screens between rooms the Halo of the Sun or otherwise the image of a ghost will sometimes appear. The images can be controlled by using the thumbsticks; the left analog stick moves the image around and the right analog stick stretches and zooms in or out on the image.
- The radio in Henry's living room plays various broadcasts, all of which can be heard by going up to it and examining it. Radio broadcasts include:
- A report of Jasper Gein's death in the Silent Hill woods.
- Police tending to the crimescene of Cynthia Velasquez in the subway. This event is visible when the player looks out of the window. On another note, when the player looks into the peephole they will see Eileen watching the event as well, going as far as to comment on it.
- A communication between two police officers regarding the Walter Sullivan case.
- A vacation advertisement encouraging tourists to visit Silent Hill for "the ultimate peaceful getaway."
- Reports of a zoo animal, "Wally the Walrus," giving birth to a baby in the local zoo. Another report of a zoo birth can also be heard, this time about an unnamed tiger.
- A report of the arrest of a Mr. Suguru Murakoshi, who was discovered naked and urinating from the top of a utility pole. Suguru Murakoshi is the name of the game's director and the radio broadcast was most likely a joke added by the developers.
- A billboard displaying a phone number can be seen through the window of Henry's apartment. The number belongs to the local Bar Southfield, however, if Henry attempts to dial the number into his phone he will only receive static and a disturbing message from a ghost.
- During Henry's second visit to the Building World newspapers can be seen and read just outside of Garland's Pet Shop. The newspapers report on a shooting that occurred inside of the pet store some time ago, and immediately after reading them Henry will hear machine gun noises and the screaming of various animals. If he goes back, the shop is destroyed.
- Henry performs various actions while holding a melee weapon and standing still for some time. Most notably, while idly standing with the chainsaw equipped, Henry will briefly hold it above his head as James Sunderland does.
- Butter Cakes can be found in two locations in Silent Hill 4: behind the counter in Bar Southfield and in the kitchen of room 301 in the apartments.
Following Henry's rescue of Eileen Galvin from the hospital, Eileen will follow him and be susceptible to damage done to her. Should Henry do a poor job of protecting Eileen, her wounds will visibly worsen and her dialogue becomes more and more convoluted.
Additionally, two cutscenes in the near the end of the game will differ should Eileen be highly possessed:
- In the apartment lobby, rather than simply talking about the child Walter's parents, Eileen will be hugging the drawing left on the ground and calling out for "daddy" and "mommy."
- In Room 105, after taking the Umbilical Cord, Eileen will yet again call out for Walter's mommy and daddy. She also becomes uncontrollably scared and beats Henry's back before leaving the room.
- Main article: Walter's Diary
During Henry and Eileen's visit into the Forest World, they will come upon rocks with strange red writing on them. Previously, Henry was unable to distinguish the writing, however, Eileen is able to read them with some effort. The writing on the rocks were evidently done by a young Walter Sullivan, depicting his time in the Wish House Orphanage.
Robbie the Rabbit
There are three references to Robbie the Rabbit in-game:
- While viewing Room 303 through the peephole in the wall of Henry's apartment you will be able to see a Robbie the Rabbit stuffed toy on Eileen's bed. Following her hospitalization, the toy will inexplicably turn its head towards the hole and point at Henry.
- A hot air balloon bearing a design of Robbie the Rabbit can sometimes be seen floating above the buildings Henry sees outside his apartment windows.
- A third reference comes in the form of a tattoo only seen in Cynthia Velasquez's alternate costume.
Silent Hill 2 reference
After completing the Building World for the final time, a brief reference to Silent Hill 2 can be found in Room 302. Enter the washroom and examine the toilet. Henry will notice something stuck inside and you will be given a choice whether he should fetch it or not. Either answer, however, will result in Henry ultimately deciding against reaching into the toilet.
Silent Hill 3 reference
All unlockables in Silent Hill 4: The Room can only be accessed through a "New Fear" game.
In addition to the initial difficulty settings, there are two unlockable settings that adjust the amount of weapons in-game.
After beating the game on Hard difficulty and achieving a 10-star rank (100 small stars), One-Weapon mode will be selectable when playing a "New Fear" game. In this mode, Henry is allowed to choose one and only one weapon during his entrance to the Subway World. Eleven weapons will be laid out in front of the long escalator, however, picking one of them up causes all the others to disappear. Thus, Henry is allotted only one weapon, with the exception of the pistol, torch and golf clubs, which will still be found in their respective places. Eileen's Submachine gun does not appear in this mode.
Cmpleting One-Weapon Mod with a 10-star rank (100 small stars) unlocks All-Weapon Mode. In this mode, the same scenario is presented in the beginning of the Subway World, only now all weapons can be picked up at any time (with the exception of the pistol, torch and golf clubs). As an added bonus, ten Nutritional Drinks will spawn in Henry's fridge as well as six clips of pistol bullets in the laundry room every time Henry returns to Room 302.
There are two weapons that can be unlocked, one for Henry and one for Eileen.
- Main article: Chainsaw
After completing the game at least once, saving the file and selecting a "New Fear" game, the Chainsaw may be obtained as an additional weapon. It can be found near Jasper Gein's car in the Forest World. The chainsaw charges slowly and deals varying damage, but has more range and versatility than previous incarnations.
- Main article: Submachine Gun
The Submachine Gun can be unlocked after completing the game at least once and selecting a "New Fear" game. The Submachine Gun is only available for Eileen's use, and can be found in Room 102 of South Ashfield Heights on the kitchen counter. Does not appear in One Weapon Mode.
There are only two unlockable costumes in Silent Hill 4: The Room, and they are reserved for the two female characters in the game:
Eileen's Nurse Costume
- Main article: Nurse Uniform
The nurse costume is for Eileen Galvin and can only be attained after completing the game at least once and achieving an ending where Eileen survives. While playing a "New Fear" game the Nurse Uniform will be available to pick up the first time Henry enters Room 303. The item must be in Henry's inventory during his final confrontation with Walter for the actual costume to be unlocked. After completing the game with the item at hand, the costume can be activated when selecting another "New Fear" game. The costume is meant to resemble a nurse's uniform, but is much more revealing. The costume also comes with an added physics enhancement on Eileen's breasts.
Cynthia's Alternate Costume
The second costume is for Cynthia Velasquez, and as such is only viewable during your first encounter with her in the Subway World. After achieving all four endings to the game and saving the game file, Cynthia's costume will automatically be unlocked when selecting Eileen's alternate costume. The costume comes in the form of an intimate corset or long brassiere in dark purple and red. If viewed from behind, a tattoo of Robbie the Rabbit can be seen on Cynthia's right buttock with the name "Robbie" written below it in Japanese. As with Eileen's costume, Cynthia's comes with added breast physics. In addition, Cynthia will do a special "dance" if she is viewed from far away before activating the first cutscene with her.
- There are some leftovers from a UFO ending, though this was apparently never completed. These items can be displayed by using Action Replay codes, but cannot be used. All these items can be found in the items texture files, which are used to display the items in your inventory, but the only one with a model file on the disc is the courtyard key.
- Channeling Stone: The texture from the Channeling Stone is found in hidden room at the end of the hall in Henry's apartment, suggesting that it would have been located there.
- Courtyard Key: the description reads, "An old fashioned key. '4S Cemetery' has been carved on it."
- Red Oil: The description reads: "A special balm for exorcism. If thrown on the ground, a large area will be exorcised."
- Dirty stone: It has been suggested that the dirty stone is really the Channeling Stone, and that you have to wash it.
- There are two files of unrelated drawings on the disc, which do not appear in the game  . They are actually artworks for the 2003 galgame Moecom.