My opinion on Penumbra

[Googolplex]

Yes, Overture had the most oppressive atmosphere in that mine shafts and a very complex puzzle physic. I think it was the best game in all terms. Black Plague was more creepy, but had less content, no really tricky puzzles anymore, and Requiem - yes it had puzzles, but it was more like a quest game instead of that dark Penumbra atmosphere.
Amnesia had more horror and less puzzles, it was like Black Plague in a castle. Really great game, but Penumbra Overture had the best feeling of alone, the best story and the best puzzles.
Overture: 10/10
Black Plague: 9/10
Requiem: 8/10
Amnesia: 9/10