ALEXSKINNERD :
Yes I've played dead space also, sorry I didn't list all these games, I've played:
Penumbra Black Plague
Penumbra overture
The Last Of Us
Paranormal
Among The Sleep
Dead Rising
Cry Of Fear
Alan Wake
Amnesia
Bioshock
Condemned: Criminal Origins
F.E.A.R.
Metro 2033
Metro Last Light
State Of Decay
Killing Floor
The Forest
Nightmare House 2
Outlast
Outlast:Whistle Blower
That rules out a lot... Hmm. I suspect most people don't even know that many survival horror games.
If you haven't played Condemned 2, I quite liked it. It was only actually scary in a couple parts though... Most of it played kind of like a shooter. I found it roughly as "scary" as Dead Space (meaning, not very, just a bit creepy).
Call of Cthulhu: Dark Corners of the Earth is an alright game. It's more frustrating than scary though, in some parts. And many segments of the game don't seem like they're even trying to be creepy. Also, you need a community patch to get it working right on Windows 7/8. It is a solid game though, there are some nice horror elements, it's based around good source material (the Cthulhu mythos) and there are some pretty good chase sequences. All of the game is relatively entertaining. It has enough flaws that I can't recommend it, but I can't rule it out either. Maybe you want to Google it. If you're not sure what the Cthulhu mythos is, this image summarizes it pretty well.
http://lovecraftzine.files.wordpress.com/2011/10/cthulhu-worship.jpg
Resident Evil 4 recently got an HD re-release on Steam. Maybe you want to re-play that one.
I don't know any others that you haven't already listed.