The Contestants 

CG Jung spent his whole live investigating the symbols in dreams and imagination found in himself and the patients he analysed. Through a series of tests and introspection, he developed an intricate system of the human psyche and its ultimate connection withthe entire of humanity, called the Collective Unconscious (later). His work has been known as analytical psychology and is still popular in many parts of the world, most notably Japan.

Persona 2 is a game. Don't be fooled, a game with plot and characters that can kick the ass of a good deal of novels and movies, and look good doing it. In a series of Serial Experiments Lain (the grandmother of all Jung in Anime/games)-ish philosophical ponderings the game explorers mostly the psyche of the characters and their relation to the rest of the world, the collective unconscious. And concludes that subjective and objective aren't that seperated after all. Yum. 

A match made in heaven? Let's just see!
 

Philemon with Order of Fries 

As noted before, Jung spent most of his life in exploration with the psyche, and thus met many different figures (which he called archetypes, more later) during the course of that voyage. None had as much impact on him, however, as the being who calledhimself Philemon. 

That's right, the butterfly avatar of good in Persona has its root in actuality. When the psychologist broke up with Freud he had to stop relying on Freud's theories and discover his own in a term he called "Active Imagination". After meeting a variety of characters, Jung met a mysterious being with horns and wings, which called itself Philemon. 

Jung writes: 

Philemon represented a force which was not myself. In my fantasies I held conversations with him, and he said things which I had not consciously thought. For I observed clearly that it was he who spoke and not I. . . . 

Psychologically, Philemon represented superior insight. He was a mysterious figure to me. At times he seemed to me quite real, as if he were a living personality. I went walking up and down the garden with him, and to me he was what the Indians call aguru. (183-85)

Philemon had an unarguable impact on Jung. He taught Jung about psychic objectivity, that the psyche is real and further pursuation should be done. And, according to the psychologist, had a distinct Pagan flavor to his dialogues (which brought a whole bunch of bull arguments from that trash mate....I mean, 'book' by Richard Noll) 

Jung writes: 

He said I treated thoughts as if I generated them myself, but in his view thoughts were like animals in the forest, or people in a room, or birds in the air, and added, "If you should see people in a room, you would not think you had made those people, or that you were responsible for them."

It doesn't take take a stretch of imagination to think of Persona's Philemon as saying some of these things.  And he's the main guide to the heroes. This is the most obvious one..... 
 

Help! We're collectively unconscious! 

.......other than this one. C'mon, what much can be said about similarities? Philemon and Nyarlathotep 'reign' over a space which connects all humans called (ta-da!) the collective unconsciousness. 

The history of how this wisdom was discovered is pretty interesting. When analysing patients, Jung saw some reoccuring mythological symbolisms in their various dreams and fantasies. One of his patients, most notably, had dreamt up of an image that Jung was convinced he couldn't have known about it before, since that mythology had not been translated at his time. And there was a dream where the psychologist was in a many storied house, the lower the level the older the design grew. Until the basement looked something of a stone house with many buried skulls in it.

This dream was supposed to represent the levels of consciousness, with the basement being the archaic system found in all humans. The better diagram, in my opinion, is that of the island. Island on top of the water represents the ego (normal consciousness), the submurged part of the island was the personal unconscious, and the sea itself- the collective unconscious. It is not unusual for mystics to describe the collective unconsciousness a 'great oceanic consciousness' and indeed Tatsuya does call it an ocean at the end.
 

Shadow boxing. Ouch. 

Obvious reference numero trois. Shadows to Jung were the parts of the human personality that was constantly repressed due to it's unfavorableness in society. It is the undesirable, and sometimes malicious, part in all people. To the person, the greatest evil in the world is his own shadow. In dreams, they usually appear exactly like the dreamer except with darker tones of skin, younger, usually naked, wild or aggressive. One who is uncritical of himself will find it unbearable to encounter his shadow personality and the truth of evil.  This is the first archetype encountered in the unconsciousness. 

It doesn't take much to connect this to the Shadows in both Innocent Sin and Eternal Punishment. But since most people are unfamiliar with IS, EP references will be primary. The encounter with the heroes' shadows were usually accompanied by a revelation about the character that was repressed or ignored (like Katsuya's resentment of being a cop instead of his dreams of being a chef) and met with hyperbole criticism. Only with acceptance were the shadows able to be defeated. Well, that and a good attack on their asses. 

Something less discussed is the cultural shadow. Jung uses Nazis (*cough*InnocentSin*cough*) as example for how a society at whole can give into their shadow selves, usually under a great leader, and turn to what the whole world views as evil. The honor of this goes to none other than Nyarlathotep, the devil archetype or the shadow of all humans.