I've been trying to play Penumbra: Overture as of late, made by the same devs. If you decide to play a game made by them, just be sure that sleep isn't entirely necessary that night. It's very atmospheric ... and at times, downright scary.
The reason it is ... which is a lesson Hollywood has forgotten, sadly ... is that it's scarier if you, 1, don't know what to do and 2, can't see the monstrosity that will kill you if it sees you. You're even told NOT to look at them. That's what makes their games scary, in spite of the fact that, really, it's very low-budget and doesn't have great graphics. The lack of light and ambiance makes you forget all of that.
I would recommend Amnesia. I haven't played it yet, though, as I want to beat the three Penumbra games first. (Yes, I know that they aren't related, but I still want to. That way I can see how the developers progressed as they became more well known, I suppose.) But if it's anything like Penumbra, expect to spend some time cowering in a corner with scary music playing going, "OH GOD, I DON'T WANT TO MOVE, I DON'T WANT TO MOVE ... IS IT STILL THERE? WHAT IF IT SEES ME, OHGOD-OHGOD-OHGOD ..."