Right, Penumbra. It's Amnesia's predecessor, but I actually liked it much more then I did Amnesia.
FEAR, only play the first one and maybe the expansions. The second game is absolute shit, so if you don't mind outdated graphics and shaders, yeah.
Condemned, from the same people who made FEAR. Holy fuck, was this game terrifying. You have no idea how many times I yelp'd like a little girl. This is still by far my favorite Horror Title ever.
Cryostatis, was pretty Meh. The story barely makes sense, but it's original. Lots of new and interesting things, but poorly executed. Only try it if it seems interesting. There's one or two monsters in that game that still plague my nightmares.
Dead Space 1/2, although I'll leave this for you to decide since it's an obvious choice.
If you're into the genre of Puzzle solving, exploring, and a lot of back tracking, maybe try out the PC Port of Silent Hill 3. It's still by far my favorite of the series. It's not really JUMPY scary like "BOO", more like "OH SHIT WHAT THE FUCK IS THAT THING" scary.
If your PC can run a PS2 Emulator, try out Fatal Frame. Basically, you're trapped alone in a FUCKING TERRIFYING HOUSE filled with OMGWTF Ghosts, and your only defense is a Camera that can capture their souls. It alternated between Third person (Similar to silent hill, while exploring), and first person (Whenever you go into camera mode).
There are also a slew of HL1 mods that made me shit my pants. Check out Paranoia and Afraid of Monsters. Both of those were great, and a lot of fun to play through.