Updates:
ZAMN -- On Level 21. The Snakeoids never give me any trouble, because they go down fast with bazookas. 15 levels till the epic spider standoff. What was nice was finding an extra skull key in a random pile of dirt.
SH2 -- I just went all out, cleared the apartments, and took the good tip about just running around the room during the battle with Pyramid Head -- no bullets wasted

It's been a while since I've played a game with cutscenes like this game has, reminds me very much of Shenmue with the multiple camera angles. Saved in front of the hospital.