I like "Pico in Time" the best. Seeing that really made me want to watch one of those old gangster movies.
Oh, and thanks for the heads up about the humble indie bundle Tom. I never would've found about about it if I hadn't read your post. For all the people thinking about getting the bundle, you can also get the Penumbra collection (both games and the expansion) for 5 bucks. All you need to do is get the code when you download (& install) Penumbra from the bundle and buy it off of the Frictional Games store.