Games like Alice: Madness Returns
Games like Alice: Madness Returns include Hellblade: Senua's Sacrifice, Tomb Raider Game of the Year, Portal 2, Darksiders III, and Black Myth: Wukong. We matched them by the tags players give Alice: Madness Returns on Steam (Dark Fantasy, Horror, Female Protagonist, 3D Platformer, and Hack and Slash): closest matches first, and among equally close ones the better-known games.

Hellblade: Senua's Sacrifice
Shared: Female Protagonist · Horror · Psychological

Tomb Raider Game of the Year
Shared: Female Protagonist · Singleplayer · Story Rich

Portal 2
Shared: Singleplayer · Female Protagonist · Platformer

Darksiders III
Shared: Female Protagonist · Hack and Slash · Singleplayer

Black Myth: Wukong
Shared: Dark Fantasy · Singleplayer · Action-Adventure

Rise of the Tomb Raider™
Shared: Female Protagonist · Singleplayer · Action-Adventure

A Plague Tale: Innocence
Shared: Female Protagonist · Story Rich · Horror

Stellar Blade™
Shared: Female Protagonist · Hack and Slash · Singleplayer

SILENT HILL f
Shared: Horror · Female Protagonist · Story Rich

Castlevania: Lords of Shadow – Ultimate Edition
Shared: Hack and Slash · Dark Fantasy · Gothic

Hellblade II: Senua’s Saga
Shared: Female Protagonist · Action-Adventure · Story Rich

South of Midnight
Shared: Female Protagonist · Action-Adventure · Singleplayer

Kena: Bridge of Spirits
Shared: Female Protagonist · Action-Adventure · 3D Platformer

Resident Evil 3
Shared: Horror · Female Protagonist · Singleplayer

WUCHANG: Fallen Feathers
Shared: Female Protagonist · Hack and Slash · Dark Fantasy

Psychonauts 2
Shared: 3D Platformer · Singleplayer · Story Rich

God of War
Shared: Singleplayer · Story Rich · Hack and Slash

Half-Life: Alyx
Shared: Horror · Female Protagonist · Story Rich

The Medium
Shared: Horror · Female Protagonist · Story Rich

Legacy of Kain™ Soul Reaver 1&2 Remastered
Shared: Dark Fantasy · Action-Adventure · 3D Platformer

ENSLAVED™: Odyssey to the West™ Premium Edition
Shared: Hack and Slash · Singleplayer · Story Rich

The Last of Us™ Part I
Shared: Horror · Story Rich · Action-Adventure

Ratchet & Clank: Rift Apart
Shared: 3D Platformer · Singleplayer · Action-Adventure

God of War Ragnarök
Shared: Hack and Slash · Action-Adventure · Story Rich