I can't believe nobody mentioned Call of Cthulhu: Dark Corners of the Earth. It's probably one of the best horror games. It resembles Amnesia in quite a few ways. It's first chapter (where you are weaponless) has much running/hiding. You can also be affected by sanity loss. You can even get dizzy from heights. It is inspired by several blood-curdling tales of the father of horror in literature, H.P. Lovecraft. A must-play for any horror fan. It really messes with your mind.
Trailer (doesn't give the game enough credit in my opinion):
http://www.youtube.com/watch?v=AfQ-Xqt-d0A