You should try the Silent Hill series (1-3). Well, it's not first person and there are also weapons, but it doesn't turn into a monster shooter and it's really scary.
I mention Silent Hill, because there is no other game like Penumbra & Amnesia. Silent Hill is the best alternative and probably even scarier. The focus is story, atmosphere and puzzles.
You should try
Silent Hill 2: Director's Cut.
With my patch you can play it in 1080p and without any other issues!
You don't need to play the first part before.
Great game and scary as hell. Thomas Grip, creator of Penumbra and Amnesia also said Silent Hill is better at horror than other media.
http://beefjack.com/news/silent-hill-bet...nesia-dev/
If you already played Silent Hill, I recommend to wait for
Tower22 or
Outlast.