Games like Captured Nightmare
Games like Captured Nightmare include Hollow Knight, Dead Cells, Hollow Knight: Silksong, Rogue Legacy 2, and Ori and the Will of the Wisps. We matched them by the tags players give Captured Nightmare on Steam (Adventure, Platformer, Metroidvania, Roguelite, and 3D): closest matches first, and among equally close ones the better-known games.

Hollow Knight
Shared: Platformer · Metroidvania · Adventure

Dead Cells
Shared: Adventure · Metroidvania · Roguelite

Hollow Knight: Silksong
Shared: Metroidvania · Platformer · Indie

Rogue Legacy 2
Shared: Platformer · Metroidvania · Adventure

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

Blasphemous
Shared: Metroidvania · Dark Fantasy · Platformer

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

Dust: An Elysian Tail
Shared: Platformer · Metroidvania · Adventure

Skul: The Hero Slayer
Shared: Indie · Roguelite · Platformer

Pseudoregalia
Shared: Metroidvania · Platformer · 3D

Nine Sols
Shared: Metroidvania · Platformer · Adventure

Rogue Legacy
Shared: Platformer · Metroidvania · Indie

Bloodstained: Ritual of the Night
Shared: Metroidvania · Adventure · Platformer

ScourgeBringer
Shared: Adventure · Roguelite · Indie

Sonic Adventure DX
Shared: Platformer · Adventure · Third Person

The Last Case of Benedict Fox Definitive Edition
Shared: Metroidvania · Platformer · Adventure

SteamWorld Dig 2
Shared: Adventure · Metroidvania · Platformer

Unbound: Worlds Apart
Shared: Adventure · Platformer · Metroidvania

Yoku's Island Express
Shared: Adventure · Metroidvania · Platformer

Axiom Verge
Shared: Metroidvania · Platformer · Adventure

Salt and Sanctuary
Shared: Metroidvania · Dark Fantasy · Platformer

Tomb Raider Game of the Year
Shared: Adventure · Third Person · Singleplayer

Psychonauts
Shared: Platformer · Adventure · Third Person

Monster Boy and the Cursed Kingdom
Shared: Adventure · Metroidvania · Platformer