Games like Azure Sky
Games like Azure Sky include Bloodstained: Ritual of the Night, Rogue Legacy 2, Dead Cells, Dust: An Elysian Tail, and Rogue Legacy. We matched them by the tags players give Azure Sky on Steam (Adventure, RPG, Action, Exploration, and Platformer): closest matches first, and among equally close ones the better-known games.

Bloodstained: Ritual of the Night
Shared: RPG · Adventure · Action

Rogue Legacy 2
Shared: Action · Platformer · Adventure

Dead Cells
Shared: Adventure · Roguelike · Platformer

Dust: An Elysian Tail
Shared: Action · RPG · Platformer

Rogue Legacy
Shared: Platformer · Action · Roguelike

Brawlhalla
Shared: Fighting · Platformer · 2D Platformer

Hollow Knight
Shared: Platformer · Exploration · Adventure

Anomaly Agent
Shared: 2D Platformer · Platformer · Side Scroller

Dungeon Munchies
Shared: Action · Adventure · RPG

Skul: The Hero Slayer
Shared: Action · Roguelike · Platformer

Gothic 1 Remake
Shared: Adventure · RPG · Action

Afterimage
Shared: Exploration · 2D Platformer · Side Scroller

STAR WARS Jedi: Fallen Order™
Shared: Exploration · Action · Platformer

Planet of Lana
Shared: Action · Adventure · Platformer

Fallout 4
Shared: RPG · Adventure · Exploration

DRAGON BALL Z: KAKAROT
Shared: RPG · Action · Adventure

Neon Echo
Shared: RPG · Action · Platformer

Wuthering Waves
Shared: Action · RPG · Adventure

Momodora: Reverie Under The Moonlight
Shared: Exploration · 2D Platformer · Side Scroller

Ori and the Will of the Wisps
Shared: Platformer · Adventure · Action

Webbed
Shared: 2D Platformer · Exploration · Platformer

DARK SOULS™ II
Shared: RPG · Adventure · Action

UnEpic
Shared: RPG · Action · Platformer

F.I.S.T.: Forged In Shadow Torch
Shared: Action · Adventure · Platformer