There was that Silent Hill: Play Novel (or whatever it was called, I'm sure I'm close, though) for the Game Boy Advance, one of the first games for it, actually, but Japan-only. Though that probably doesn't count, it was a "Choose Your Own Adventure", text-heavy recreation of the first game, if memory serves.
Series that aren't typically on Nintendo systems usually end up on the PC if they're big enough or good enough, which is where I usually play those third-party games. This includes Silent Hill 2 and 4...not sure about 3, but probably.