Games like Anomaly Report
Games like Anomaly Report include The Exit 8, Platform 8, The Cabin Factory, Firewatch, and Lethal Company. We matched them by the tags players give Anomaly Report on Steam (Exploration, Immersive Sim, Walking Simulator, Simulation, and 3D): closest matches first, and among equally close ones the better-known games.

The Exit 8
Shared: Exploration · Walking Simulator · Immersive Sim

Platform 8
Shared: Walking Simulator · Simulation · Exploration

The Cabin Factory
Shared: Walking Simulator · Immersive Sim · Horror

Firewatch
Shared: Walking Simulator · Adventure · Exploration

Lethal Company
Shared: Exploration · First-Person · Horror

The Stanley Parable
Shared: Walking Simulator · First-Person · Exploration

September 7th
Shared: Exploration · Walking Simulator · First-Person

Internet Cafe Simulator 2
Shared: Exploration · Simulation · 3D

Scanner Sombre
Shared: Exploration · Walking Simulator · First-Person

Slime Rancher
Shared: Exploration · Adventure · First-Person

Who's at the door?
Shared: Simulation · Walking Simulator · Immersive Sim

Escape the Backrooms
Shared: Exploration · Horror · First-Person

What Remains of Edith Finch
Shared: Walking Simulator · Exploration · First-Person

Summer of '58
Shared: Walking Simulator · Horror · First-Person

HELLMART
Shared: Exploration · Simulation · Immersive Sim

Millennium Dream
Shared: Walking Simulator · Exploration · Adventure

Twisted Gallery
Shared: Walking Simulator · Simulation · Exploration

Layers of Fear (2016)
Shared: Walking Simulator · First-Person · Horror

The Complex: Expedition
Shared: Exploration · Horror · Psychological Horror

POOLS
Shared: Walking Simulator · Exploration · First-Person

Fears to Fathom - Ironbark Lookout
Shared: Exploration · Horror · Psychological Horror

MiSide
Shared: First-Person · Psychological Horror · 3D

Psalm 5:9-13
Shared: Exploration · Walking Simulator · Horror

Killer Frequency
Shared: Adventure · Simulation · Horror