This seems to be an outdated thing now but a while ago there would be little extras if you have save data from prequels on your system. here are some examples.
for P2EP if you have save data from the other P2 in the duology: innocent sin, you can carry over the stats of the protagonist to EP
There's also Silent hill 3, which has nods to SH2 if you have it on your memory.
My last example is kurohyou 2, a story driven side fighter. if you've beaten the first game you can start off with having the fighting styles of the 2 final bosses.
do you know of any?