Games like Cave Story+
Games like Cave Story+ include Hollow Knight, Hollow Knight: Silksong, Ori and the Will of the Wisps, Nine Sols, and Rain World. We matched them by the tags players give Cave Story+ on Steam (Exploration, Metroidvania, Difficult, Platformer, and Shooter): closest matches first, and among equally close ones the better-known games.

Hollow Knight
Shared: Metroidvania · Platformer · Difficult

Hollow Knight: Silksong
Shared: Metroidvania · Difficult · Exploration

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

Nine Sols
Shared: Metroidvania · Difficult · Platformer

Rain World
Shared: Difficult · Exploration · Platformer

Celeste
Shared: Difficult · Platformer · 2D

Axiom Verge
Shared: Metroidvania · Platformer · 2D

Momodora: Reverie Under The Moonlight
Shared: Metroidvania · Exploration · Difficult

Rabi-Ribi
Shared: Metroidvania · Exploration · Anime

ANIMAL WELL
Shared: Exploration · Metroidvania · Platformer

Gato Roboto
Shared: Metroidvania · 2D · Platformer

Touhou Luna Nights
Shared: Metroidvania · Difficult · Exploration

Skul: The Hero Slayer
Shared: 2D · Metroidvania · Action

Blasphemous
Shared: Metroidvania · 2D · Difficult

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

La-Mulana
Shared: Metroidvania · Difficult · Platformer

SANABI
Shared: Story Rich · Action · 2D

Record of Lodoss War-Deedlit in Wonder Labyrinth-
Shared: Metroidvania · Exploration · Platformer

Lost Ruins
Shared: Metroidvania · Platformer · Cute

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

MIO: Memories in Orbit
Shared: Exploration · Metroidvania · Platformer

OneShot
Shared: Story Rich · Cute · Pixel Graphics

Environmental Station Alpha
Shared: Metroidvania · Platformer · Difficult

Katana ZERO
Shared: Platformer · Story Rich · Action