Burning Man

 is a mysterious painting found in Silent Hill 2 inside a prison cell within Toluca Prison.

It alludes to James Sunderland and the hotel where he stayed with his wife Mary, that was allegedly consumed in a fatal fire. It could also be a clue as to how the Lakeview Hotel isn't what James makes it out to be. The name "Burning Man" may also refer to James's heart burning with repressed guilt over the murder of Mary.