The Making of Silent Hill 3 (2003)

In a department store in a town not far from Silent Hill, Heather goes to purchase an item commissioned by her father. After the initial meeting/clash with Douglas, a private investigator (who has some important revelations about the girl's past), Heather runs away, leaving the building. As soon as he returns, however, there no longer seems to be a living soul: instead of the normal buzz present in a shopping centre, now only a dark silence can be heard, broken only by her footsteps and the distant cries of terrible creatures lurking in the darkness. [A documentary about the making of the 2003 video game Silent Hill 3.]

Unfortunately the movie The Making of Silent Hill 3 is not yet available on HBO Max.