I think that Penumbra was the most memorable, dunno why but I really felt connected to
Spoiler below!
Tom Redwood, and when he went into the incinerator I felt really guiltly :C
. Anyway, I thought that Amnesia was a scarier game overall, but that was what they were aiming to do this time, whilst the Penumbra series wanted to create a athmosphere where everything is unknown and you really feel helpless. Overture didnt quite nail that concept as you could easily kill the dogs with your weapons. But Black Plauge, what can I say: OMGWTFBBQ!