Games like Anonymous Player
Games like Anonymous Player include OneShot, Little Nightmares II, The Binding of Isaac: Rebirth, LIMBO, and To the Moon. We matched them by the tags players give Anonymous Player on Steam (Indie, Adventure, Anime, Action-Adventure, and Dark): closest matches first, and among equally close ones the better-known games.

OneShot
Shared: Indie · Cute · Adventure

Little Nightmares II
Shared: Adventure · Dark · Singleplayer

The Binding of Isaac: Rebirth
Shared: Indie · Replay Value · Dark

LIMBO
Shared: Indie · Dark · Adventure

To the Moon
Shared: Indie · Adventure · Singleplayer

There Is No Game: Wrong Dimension
Shared: Indie · Adventure · Puzzle

Undertale
Shared: Indie · Story Rich · Singleplayer

Little Nightmares
Shared: Adventure · Indie · Dark

Seen
Shared: Indie · Adventure · Dark

Celeste
Shared: Indie · Adventure · Singleplayer

The Last Campfire
Shared: Adventure · Indie · Cute

Fox Hime Zero
Shared: Anime · Indie · Adventure

Donut County
Shared: Indie · Adventure · Casual

SANABI
Shared: Adventure · Indie · Action-Adventure

Changed
Shared: Cute · Adventure · Indie

Ori and the Will of the Wisps
Shared: Adventure · Singleplayer · Action-Adventure

Baba Is You
Shared: Indie · Singleplayer · Puzzle

Papers, Please
Shared: Indie · Singleplayer · Puzzle

GRIS
Shared: Indie · Adventure · Singleplayer

Florence
Shared: Indie · Adventure · Casual

Sally Face - Episode One
Shared: Indie · Adventure · Dark

Muse Dash
Shared: Anime · Cute · Indie

Pikuniku
Shared: Indie · Adventure · Cute

Hollow Knight: Silksong
Shared: Indie · Adventure · Singleplayer