Games like Christmas Nightmare
Games like Christmas Nightmare include Firewatch, What Remains of Edith Finch, Platform 8, The Exit 8, and Scanner Sombre. We matched them by the tags players give Christmas Nightmare on Steam (Adventure, Simulation, Walking Simulator, Exploration, and 3D): closest matches first, and among equally close ones the better-known games.

Firewatch
Shared: Adventure · Walking Simulator · Exploration

What Remains of Edith Finch
Shared: Walking Simulator · Adventure · Exploration

Platform 8
Shared: Adventure · Walking Simulator · Simulation

The Exit 8
Shared: Exploration · Walking Simulator · 3D

Scanner Sombre
Shared: Walking Simulator · Exploration · Adventure

POOLS
Shared: Walking Simulator · Exploration · Realistic

September 7th
Shared: Walking Simulator · Exploration · Simulation

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

Fears to Fathom - Ironbark Lookout
Shared: Adventure · Exploration · Walking Simulator

Slime Rancher
Shared: Adventure · Exploration · First-Person

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

Visage
Shared: Adventure · First-Person · Psychological Horror

The Long Dark
Shared: Exploration · Adventure · First-Person

Amnesia: A Machine For Pigs
Shared: Walking Simulator · Exploration · First-Person

The Cabin Factory
Shared: Walking Simulator · Adventure · Simulation

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

Millennium Dream
Shared: Adventure · Walking Simulator · Exploration

SOMA
Shared: Exploration · Atmospheric · Psychological Horror

The Forest
Shared: Adventure · Exploration · First-Person

ROUTINE
Shared: Adventure · Cinematic · Atmospheric

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

Five Nights at Freddy's: Security Breach
Shared: First-Person · Exploration · Adventure

I'm counting to 6...
Shared: Adventure · Simulation · Walking Simulator

The Complex: Expedition
Shared: Exploration · Adventure · Realistic