If you like Amnesia, then I HIGHLY recommend Silent Hill 2. But don't go and try Dead Space, I've only played the first part and it really disappointed me. It's not scary at all, rather slightly startling at best. Kinda like Doom 3, only prettier and with slightly better atmosphere.
As far as I can tell, "Call of Cthulu: Dark Corners of the Earth" looks quite promising, but I never actually had the opportunity to play it. Somebody also told me that Condemned is quite scary. But then again, that person also likes Resident Evil....

BUT if you want to check out some other awesome and quite frightening indie horror game, go and give Cryostasis a try, you won't regret it. Provided you like quite slow pacing and movement. Personally, I really enjoyed it.