Amnesia the dark descent is the first ever horror game I tried (I know... bad choice of a first scare). It was and still is the scariest one I played.
Played silent hill series, I'm half way in the penumbra series (almost half of black plague), F.E.A.R. and others, and none have satisfied me more than amnesia in scares and entertainment.
And for those who say other games are a lot scarier than amnesia, they surely have not played it in the middle of the dead quiet night, lights off, ear phones on at the highest volume :3
So basically yeah... amnesia.