Games like Effugium
Games like Effugium include Firewatch, Layers of Fear (2016), What Remains of Edith Finch, Poppy Playtime, and Outlast. We matched them by the tags players give Effugium on Steam (Atmospheric, Horror, Walking Simulator, Exploration, and First-Person): closest matches first, and among equally close ones the better-known games.

Firewatch
Shared: Atmospheric · Walking Simulator · First-Person

Layers of Fear (2016)
Shared: Horror · Atmospheric · Walking Simulator

What Remains of Edith Finch
Shared: Atmospheric · Walking Simulator · First-Person

Poppy Playtime
Shared: Horror · First-Person · Free to Play

Outlast
Shared: Horror · Atmospheric · First-Person

SOMA
Shared: Horror · Atmospheric · Psychological Horror

Amnesia: A Machine For Pigs
Shared: Horror · Walking Simulator · Atmospheric

Lethal Company
Shared: Horror · First-Person · Exploration

Outer Wilds
Shared: Exploration · Atmospheric · Space

Mouthwashing
Shared: Horror · Atmospheric · Psychological Horror

Scanner Sombre
Shared: Horror · Walking Simulator · Atmospheric

Still Wakes the Deep
Shared: Horror · Psychological Horror · Walking Simulator

Fears to Fathom - Ironbark Lookout
Shared: Horror · Atmospheric · Psychological Horror

The Park®
Shared: Horror · Walking Simulator · Atmospheric

Visage
Shared: Horror · Psychological Horror · Atmospheric

ROUTINE
Shared: Atmospheric · Psychological Horror · Horror

Kholat
Shared: Atmospheric · Horror · Walking Simulator

Fears to Fathom - Woodbury Getaway
Shared: Horror · Atmospheric · Psychological Horror

Among the Sleep - Enhanced Edition
Shared: Horror · Atmospheric · First-Person

Slender: The Arrival
Shared: Horror · First-Person · Atmospheric

MiSide
Shared: Horror · Psychological Horror · Atmospheric

INFRA
Shared: Atmospheric · Exploration · Walking Simulator

Blair Witch
Shared: Horror · Psychological Horror · First-Person

Amnesia: The Dark Descent
Shared: Horror · Atmospheric · Psychological Horror