I don't do horror, so I'd say all of them are scary enough. Amnesia is famous for the sheer terror it invokes. Silent Hill 3 veers towards 'creepy' and also an emphasis on puzzles if you like that in a horror game. I hear Fatal Frame is pretty good with a focus on 'when rituals goes wrong' (which is the series tagline, basically).

Beyond that? Really not my cup of tea, so I can't give any specific details. Still, any of them is probably good enough!