Atmosphere and setting: Penumbra and Amnesia

[CD Set]

That's kind of the dilemma I'm faced with when I compare Penumbra to Amnesia.

I really liked Penumbra's setting. The way you decend through the cave system, the blood-stained corridors of the Shelter... yet I can't say it was nearly as tense as Amnesia.

The thing with Amnesia is that it excels in atmosphere and tension, but at the same time I didn't like the setting as much (personal preference I guess, but a castle in the 19th century just isn't as appealing to me). So, some sort of combination between modern setting and gothic scariness would be ideal (albeit pretty difficult to implement, I think).