Games in which you felt more immersed than in Amnesia

[Googolplex]

And oh, one more thing why Amnesia is more immersive that Penumbra, it has a bloody good soundtrack which I remember note by note. I've played Penumbra twice, and can only vaguely remember the main menu music, and some monster encounter music.

I disagree here. For me Penumbra was by far more immersive than Amnesia. There are some different reasons why. One thing is the bad written texts where you got hints by the computer "You must", "Find out" etc. instead of "I must". "I" means that I'm talking or thinking to myself. Wheter "You" means an other person or the computer is talking to you. One of the greatest immersion killer ever!!! That also seems like it's a game.

An other reason is that some horror is "forced" to make the game scary as possible. That means image effects or other stuff that isn't plausible. While Penumbra (mainly Overture) always felt earnestly and more isolated. Not like a game. And I always enjoyed the green light of the glow stick, which created a very deep atmosphere!

A further reason is that Penumbra has by far more puzzles, more complex environments and trickier physics stuff to challenge my brain. It's not like Amnesia where you just have to pick up a cogwheel and put it into the right slot. You have to think a bit more in Penumbra!

That all makes Penumbra to a better experience for me.

I also like the music, both games have excellent music!
Penumbra even a bit better.