"Mommy, I'll giv you this so pleez wake up soon. It's inside my toy train."
Complete maps
Welcome Back: Making Your Way to the Concourse
Follow the path to find a Holy Candle on the left shelf by the two doors. Pass through the right door to rejoin a familiar subway corridor. Watch out for the Gum Head straight ahead and two more in the main hall. Take a right and proceed around the left corner, making your way to the washrooms.
Inside the ladies' room is the same Portal on the wall as before, but you'll have to squash past some Tremers to get there. You may remember you needed a certain coin to enter the turnstiles last time, so you'll want to return to your apartment to get it.
Room 302
Back in your apartment, you may experience another haunting. Clear it with the Holy Candle you picked up recently. Under the front door sits the Red Diary - July 25 (32/52) and Kid's Letter (33/52), along with a 44Toy Key which should prove helpful in the subway. Be sure to get the Lynch Street Line Coin from your chest, then return to the subway.
Got the coin? Good. Before advancing, check the men's room for a Nutrition Drink by the farthest stall. Now take a left in the outside hall and proceed to the turnstiles.
Concourse and Dead End Hallway: About that Special Favour...
Follow the trail of dark hair on the floor for a cutscene. Here you will meet Victim 16, the Ghost of Cynthia... So you're telling me there's a chance? Maybe she's still willing.
If you plan to fight Cynthia, do so now, or just continue on ahead. Keep in mind you may want to grab a Silver Bullet from the next hallway first.
Victim 16 is the first of the game's more powerful Ghosts. You have no obligation to fight her but she will hound you through the subway and a few later locations otherwise.
In particular, she can block your way in a narrow train near the end of the subway and threaten your life. She also has a special ability where she can tangle you in her long hair, preventing you from escaping her reach unless you break free with an attack. She abuses this ability, which makes her one of the most dangerous Ghosts in the game.
If you wish to fight her, the easiest way is to use a Silver Bullet loaded into your Handgun. The first one of those is found in the next hallway (read ahead). There's only two of them found normally in the game and quite frankly she's probably the second best candidate to use one on, so go ahead and pump her with silver. Just ensure you have a Sword of Obedience in your inventory to stab her right after she drops.
Otherwise a Holy Candle is the next best method. Drop it right in front of her and try to keep her hovering above it. The candle will generally neutralize her tangling hair but it will also drop her after enough time, usually with just one candle (Cynthia is the weakest of the New Type Ghosts with this method). Once she drops, stab her with a Sword of Obedience.
If fighting her by regular means, use the Rusty Axe and unleash charge up attacks on repeat. You'll need to knock her down several times before you can stab her with a sword, and you'll notice her squirm away on her stomach after being downed fairly frequently. Try to keep up with her and do not relent. Once she finally remains down, stab her with a sword and move on.
Skip the turnstiles for now and head to the next hall for a quick trip for some goodies.
There are three Gum Heads here so be quick or beat them down. Find the Nutrition Drink in the right alcove, then head up the left stairs for Silver Bullets, although you'll only get one.
Note on Silver Bullets:
These bullets are extremely rare but capable of instantly knocking down Ghosts, prepping them for a Sword of Obedience without any additional work. Equip your Pistol and then move your cursor over a Silver Bullet and press Square to load it. Just be careful you don't waste it, even on your target. You can sometimes shoot too soon while they're in an animation and it won't do anything. Wait for them to approach you and then shoot. Then quickly stab a sword into them. Use these bullets wisely cause there's only two in the game, although one extra can be found if you do a ton of backtracking later on.
Head back to the turnstiles and use the Lynch Street Line Coin to pass through the appropriate turnstile with Eileen. Head downstairs.
Connecting Stairway
Take Henry's left at the bottom of the stairs and through the doorway into the narrow hall. Watch out for the Sniffers and continue farther down to find a 45Riding Crop weapon for Eileen on the strange chair on the left, plus a Nutrition Drink by the shelf at the end. Taunt the Sniffer on the other side and head back to descend the stairs to the platform.
Lynch Street Line East Platform
On the familiar platform, the same 1$ vending machine awaits and will shortly become relevant. You may also remember a toy box inside the northeast subway car and you should now have a key to try on it.
Enter from the open doors in the north and use the center column out the other doors to reach the south part of the car where you'll find a large toy box with 1000$ written on it. Use the Toy Key you got from your apartment to open it (head back to a Portal if you don't have it).
Inside is a 46Filthy Coin, which is caked with dirt and grime. Henry thinks he can clean it in his kitchen sink if you check the description. The closest Portal is in the southwest maintenance room, and the quickest way to get there is through the south door back on the east platform – but only if you unlocked it from the other side the last time you were here; otherwise you'll have to get through the train maze. You can also return to a previous Portal but you'll have to do one of these two journeys at some point anyway.
You can also find a Saint Medallion in the southwest car – enter the southeast car down there and use the center column out the other doors to access the southwest car and claim it. Then get back to the task.
If the southeast platform door is unlocked:
Pass through it, grab the Holy Candle on the floor and move down the ladder. You'll see a cutscene where Eileen explains she can't join you in her condition. But do make sure you leave her in this room, not on the platform. Down below, head across to the other ladder and ascend it. Use the Portal there to return to 302.
If the southeast platform door is locked:
First, blame yourself and unlock it next time on your first trip here. Continue from the toy box in the northeast car. Proceed through the door there, through the next car to the southeast car. Head across the column to the southwest car and enter the midwest car. Use the center column to proceed through this car and enter the final car in the northwest where you can exit to the west platform.
Be sure to collect some items while here (read about the West Platform ahead). Now head all the way down to the south maintenance room and use the Portal there to return to 302. Make sure you leave Eileen in this room (unless you left her in the southeast room already), not elsewhere.
Room 302
At your front door is the Red Diary - July 17 (34/52). Head to your kitchen sink and use the Filthy Coin to wash off the dirt to discover it's a 471$ Coin. That should help you at the vending machine. Empty any unnecessary items into your item chest and return to the subway.
Lynch Street Line West Platform: Brief Trip for Items
Back in the subway, consider checking out the west platform for some items but watch out for two Sniffers there. You'll find Pistol Bullets on a bench before the stairs, a Portable Medical Kit up the stairs by the rubble blocking the way, plus a Holy Candle in the northeast subway car. You'll have to enter the northwest car and cross over the center column to reach the candle.
East Platform: The Vending Machine
Now your goal is to head to the vending machine at the north end of the east platform. Use the 1$ Coin on the vending machine to claim the 48Murder Scene Key. Well, that isn't the first key obtained from a vending machine in a Silent Hill game.
Leaving Eileen Behind: Finding Another Route
Return to the southeast maintenance room where you may have left Eileen if you haven't been taking her with you. Now is time to officially leave her for a while as you open up a new route, since she can't use ladders. Just make sure you leave her in one of the maintenance rooms to be safe, or her condition may rapidly deteriorate.
Now take the path between the ladders down below where you may notice a Nutrition Drink on the left before the narrow doorway, although Ghosts may hound you while trying to get it. Make your way past them and through the door down the stairs.
King Street Line Platform
If you enter the subway train on the platform, you'll see Cynthia's Ghost waiting for you at the other end, unless you took her out of commission earlier. But importantly, up at the front Henry will notice a handle missing from the control panel, but with it you might be able to move the train. Remember that and continue down the platform.
As before there's another Portal on the wall at west end of the platform. Make sure you're healed up and jump on the up escalator, remembering what happened here last time... I suggest the Rusty Axe as your weapon here, while a fully-loaded Pistol can be good as well, plus maybe a health item in case but you'll want at least 1-2 inventory slots free.
Up the Escalator Round 2
Just as before you can proceed past the Wall Men by timing your run, but it'll be even harder this time. I suggest turning to your Rusty Axe to smack them as you swing by, particularly with the charge up swing as you begin a safe distance away. Once it lands, proceed past. The Pistol can also work well by firing one shot when close and then just running past.
Either way, forget about each Wall Man once you hit them while close and just run on by. If there's another one right beside it, do consider putting the first one out of commission to make it easier to get by the next one safely, but the targeting system can make things frustrating.
King Street Line Turnstiles
At the top of the escalator, head through the left doorway to find a Nutrition Drink on the left shelf past a Sniffer. Head back and climb the stairs to the turnstiles.
Up top, find 49Cynthia's Commuter Ticket amongst the other articles on the floor. This item allows you to proceed through this side of the turnstile and makes the coin obsolete since it works on both sides, but hold off on leaving for now.
Enter the ticket booth with the Murder Scene Key and grab the 50 Train Handle past the blood-stained floor. Now leave the booth, but instead of heading back to use the handle you just got, head back for Eileen since you've now opened up another route with the ticket just acquired.
Retrieving Eileen
Use Cynthia's Commuter Ticket to pass through the exit turnstile here and use it again to get through the Lynch Street turnstile (or the coin, doesn't matter). Head down the two sets of stairs to reach the platform.
Enter the southeast maintenance room to reclaim your baggage, Eileen. If you left her elsewhere, check your map for the red arrow. She may be on the other side of the train maze or the other maintenance room if you left her there.
Now take Eileen back up to the Lynch Street turnstile. Wait for her to catch up and use Cynthia's Commuter Ticket (or the coin) to pass through the exit turnstile, then use Cynthia's Commuter Ticket to pass through King Street's turnstile.
Now head down the stairs and board the descending escalator after waiting for Eileen.
The Train Handle: Escaping the Subway with Eileen
Yes, you have to do this escalator business again, but you should have a hang of it by now. Use the same strategy with the Rusty Axe's charge up attack or some Pistol Bullets. Try to prevent Eileen from getting hit if you can. Equipping her with a weapon can help the both of you.
Once on the King Street platform, head east to board the sitting train and proceed all the way to the front, past Victim 16 if she's still harassing you. Use the Train Handle on the controls and the train will move, but only about one car length.
Head back east a smidge, smacking your way past Cynthia if she's blocking the way, to find a passageway through the open north doors of the car. Head down the stairs and grab the Sword of Obedience against the wall by the door, then pass through.
In a brief cutscene, the Man with the Coat has entered the party. Despite all the buildup, this is not really meant to be a fight but instead just serves as a warning that he will be following you through the next areas. You can turn around and go after him but there's no point. Just run straight through the door without turning around to face him.
Below Subway World
Now back in a spiral staircase, follow down to another Portal. Clear some items to your chest in 302 (certainly the subway coin and ticket) and proceed through the door at the bottom with Eileen after unlocking it.