I thought everyone and their grandmother has already played Amnesia. 100% agreed with Undying, though. I would've given it the #1 spot, actually.

Also, I see you have Lone Survivor on Steam, might want to give it a go. Haven't played it myself, but I heard great things. There's also the Chzo Mythos games and The White Chamber if you want adventure games. I think you already know about Scratches, I've seen you post about it here. What else... uh, Condemned: Criminal Origins? Though I don't think it's especially obscure.