This is what I had previously posted in a Silent Hill forum.
Everyone used to wonder where the stun gun location was in this game, and how it was used, and it's recommendations.
The exact location of the stun gun in the Water Prison World is firstly go to the third cell block and go down the hole of the 4 o clock facing room (imagine the rooms are like a clock. Find 4 o clock) or I'll just say the right, down room. And before you jump down the second hole (which would be on the second floor) the stun gun is on a table on the left in this room.
I also forgot to add, it is best used for the Monkey sounding monsters. They go down with one zap of the gun. It's not much use for anything else, but useful to keep on you as the monkey men don't come in ones and twos.