Cinematic games to play with a friend

Hello! Recently I started a gaming hobby with a friend. I had not played video games since I was a kid but I had developed a new interest in them. Having listened to Silent Hill soundtracks and having had a period during which I watched a lot of horror films, I thought I should explore video games again. I talked about this with a friend who had played quite a bit more than me and we decided to start with Silent Hill.

We played Silent Hill 1 and had a great time! Then we moved to Silent Hill 2 which was also nice. Then we proceeded with Metal Gear Solid 1. Now we're wondering what should we play next. A break from Konami games would be nice.

We're looking for somewhat short games that could be played through in around 3-4 sessions (neither of us are fast gamers). We both enjoy films so cinematic and story-driven games appeal to us (although we both appreciate non-linear, surreal and weird narratives). Cool music and sound design are a big bonus also.

Resident Evil series and Silent Hill 3 are on our list but we're waiting for some colder and darker seasons as it's not gloomy enough yet.

Hardware we can play on include PS2, PS4, Switch, Wii and 3DS.

Thanks for all suggestions!