Just finished Penumbra series and...

[Sexbad]

Penumbra is scarier in the long run. No matter how many times you play it it has an effect on you because it's barely scripted. Amnesia is scarier the first time but the second time through you know where the monsters are coming from and what they responded to. They normally appear, patrol once, and then disappear, comparative to Penumbra's first Tuurngait, which goes to check why the power's out and stays there for quite a while, meaning that you either have to stay put or sneak past

I find the story of Amnesia to be far more disturbing though. Penumbra was all like, “oh no scientific discovery leads to zombie apocalypse.” Amnesia is actually based off of real examples, with a fuckton of mature content.