when i was a teen i think part of why i got into david lynch because i read about how his works were an influence on silent hill 2, and this is the one where i think you can see that lineage the most in terms of plot/thematic similarities
spoiler for both
both the main character and his wife's doppelgangers/alter egos seem to have inspired Maria (having idealized qualities created from the protags projections), and the Mystery Man and pyramid head play very similar roles in both stories.
Lost Highway is cishet Mulholland Drive, ackshully