Jodorowsky was named as an influence in Lost Memories, and there are many visual similarities that show this influence.
In this image from The Holy Mountain, the oval opening is supposed to represent a mechanical vagina. There is a lot of similar imagery in Silent Hill 3 (for example, the door to get off the carousel, and the hole you jump into before fighting the end boss).
There are also similarities between Silent Hill 3 and Santa Sangre. Claudia in SH3 was based partly on the priestess from Santa Sangre (in the picture above, it’s the woman in red behind the one in white).