While searching you after the train ride, Officer Anne Cunningham finds the police badge you had in your possession. She is clearly upset when see sees that badge, and demands to know where you got it. She thinks you murdered a police officer. You tell her the truth, that you just found the badge in those clothes. She does not looked convinced. She tells you to get down on your knees, and calls you a heartless bastard that does not deserve to live. She aims her gun at your head and is about to shoot you in the head, but she can't do it. She tells you to leave.

Leave the area and climb up some stairs. Go up through some more stairs. Locate the button to press in the panel, press it to open a door. Go through the door you just opened,  and you will find yourself approaching the outdoors area. A radio will be playing a song dedicated to you, Murphy Pendleton. The name of the song, for those curious, is´╗┐ "Off the road" by Anna Ternheim.

Pick up a map on a small table and go outside. You will receive an achievement now, "Going off the Rails", for escaping Devil's Pit. Your new objective will now be to escape from Silent Hill. You start at the Hillside Neighborhood.

Climb down a long set of stairs. There is a blue truck in the parking lot. Notice a doorway nearby barricaded with wooden boards. Break your way in, and enter the building. There is some sort of green safe/locker here, a first of a series of safes.

These lockers contain pre-order and bonus items (From GameStop, Amazon and Best Buy). But you can still get the items even if you did not pre-order the game, by following the instructions in this guide.

Green Locker Codes Downpour

Green Safe Puzzle Solution

Use the following codes to unlock the lockers:
171678: Double Headed Axe, Nailgun
911977: Golf Club, Rifle
353479: Baseball Bat, Pistol (.45)

You will run across three lockers in this area, each of them requiring a numeric password. You can use a code no more than once. So use a different code on each locker you come across to get all the preorder weapons.

There is a small opening on the wall nearby, slide through it to find yourself out on the street.

Explore the street. There is a flashlight near the door of one of the houses. Go around and slip through the opening between the barrels and the wall, and find a first aid kit there in the back yard. Keep exploring the area, and you eventually are attacked by a Screamer. Keep going, to reach the junction of Campbell St and Straub St. Use your map to determine your location if you are lost.

Find a house with a barricaded door. You can go around and enter the basement through the window on the ground.  There is a milk carton here that reports a missing person named "Lindsay Jacobs".  There is also another green locker here.

Explore this indoor area, and reach a gate, from which you will hear some woman crying.  Climb up and you will find yourself in the kitchen. There is a TV there. Turn it on, and power will go off. The gate will open. Go through the door that just opened. The girl that cried is not really a lady. Instead, you will fight a Doll/Shadows and also find a Colt on the couch. Usually it is better to focus on the source Doll, when you kill her, the Shadows die too. But here, the Shadows might be blocking the way to the Doll, in which case the suggested strategy is to focus on the Shadows, which causes the doll to also take damage.