Anna is kind of boring for a horror game, it's more like a puzzle game.
Slender: this one isn't so good. It's based off the creepy pasta.
Paranormal--based on the Movie "paranormal activity". Basic, yet fun and scary.
Pesadelo, another portugese horror game by the same makers of Insanidade.
Things in the night--this is actually a mod for Amnesia.
Fun Portuguese indie game. Trapped in an insane asylum with only your phone.
Outlast is a good indie horror game like amnesia.