Is their any connections between the Silent Hill games?

Or is it like Final Fantasy with each being in its own universe? After several playthroughs I see no connection between 1 and 2 aside from the towns name. (Unless you count Harry being in the UFO ending :lol ) And can someone explain WHY the town is so messed up? On another note Silent Hill 3? Worth getting?
 
3 is the sequel to 1.

2 draws a little from 1 but is its own game, and the best in the series.

4 is another side story, perhaps a little more more involved with 1 and 3 than 2 is.
 
4 has more to do with 2 and ties the story together in terms of what goes on in the city of silent hill. and like it was said before 3 was a sequal of 1.
 
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