Relations
James Sunderland
James is obviously one of the closest characters to Mary. The two loved each other very much, and were extremely close until Mary was told she was going to die. If one gets the +Leave ending in Silent Hill, you get to read the real letter that Mary sent James. It sheds light on why James killed Mary in the end. Mary tells James that she loves him, but she wants him to live for himself; and she understands why he may hate her, because of how horrible she was to him during the time she was sick. "I don't want any damned flowers!!"
James's crime is not exactly pardonable, but you -can- understand -why- he did it. The reason he is drawn to Silent Hill is because he feels remorse for killing her, and the town could be considered "Hell", where James goes through punishment to atone for wronging Mary to eventually find redemption.
Laura
Laura is the other character closest to Mary. She met Mary in the hospital, and the two became fast friends. They became so close, that Mary planned to adopt Laura if she got better, but unfortunately she didn't.
Laura was given a letter for her 8th birthday by Mary, which she later entrusts to James in The Lakeview Hotel. However, Laura is not quick to trust James, nor is she overly fond of him in the beginning. She constantly gets him in trouble, and is almost intolerably rude to him, but she is only like this because she knows the truth behind Mary's death. Later, she softens towards him, and he adopts her in the +Leave ending.
Maria
Maria is a stripper whom works at Heaven's Night, a bar in Silent Hill. She is identical to Mary in all but hair, clothes, and attitude. She is technically, what James wanted Mary to be. Maria was created by the town (devilish place isn't it? Almost as bad as Akio from Utena.) to keep James suffering.
It is my opinion that she could also have been created from Mary's "wild/bad" side as well as borrowing from what James wanted Mary to be. It would also explain Mary's memories bubbling around in Maria's head. (I personally rather disliked Maria for some weird reason. She gave me the creeps in the game, and irritated me a lot, so I kept pushing her around the hospital. Don't ask me why *shrug*.)
Angela and Eddie
Mary doesn't interact with these two at all, and they don't have anything to do with her. Rather they have more in common with James, as they were brought to Silent Hill to suffer for their own crimes.
Letters
The letters I have were not ones that I inscribed on my own. Rather the letters are pretty much available to anyone who looks hard enough on the internet on their own. The first two are the same letters, only the second is the full letter while the first is the letter you recieve in the beginning of the game. The third is Mary's letter to Laura.
Letter To James
Letter To James (Reprise)
Letter To Laura