Games like Fallen Depths
Games like Fallen Depths include Hades, CloverPit, Megabonk, Escape the Backrooms, and Content Warning. We matched them by the tags players give Fallen Depths on Steam (Action Roguelike, Horror, Action, Exploration, and 3D Platformer): closest matches first, and among equally close ones the better-known games.

Hades
Shared: Action Roguelike · Roguelite · Action

CloverPit
Shared: Roguelite · Horror · Roguelike

Megabonk
Shared: Action Roguelike · Roguelite · Roguelike

Escape the Backrooms
Shared: Horror · Exploration · Psychological Horror

Content Warning
Shared: Horror · Action Roguelike · Exploration

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

Buckshot Roulette
Shared: Horror · First-Person · 3D

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

Hades II
Shared: Action · Action Roguelike · Roguelite

Vampire Survivors
Shared: Action Roguelike · Roguelite · Roguelike

R.E.P.O.
Shared: Horror · 3D · First-Person

Eldritch
Shared: Action Roguelike · Horror · Roguelike

Baldi's Basics Plus
Shared: Horror · Roguelike · Exploration

Risk of Rain 2
Shared: Action Roguelike · Action · Roguelite

Lethal Company
Shared: Horror · Exploration · First-Person

Monstrum
Shared: Horror · Action Roguelike · Roguelike

Gunfire Reborn
Shared: Roguelite · Roguelike · Action Roguelike

Five Nights at Freddy's: Secret of the Mimic
Shared: Horror · Action · Exploration

The Binding of Isaac: Rebirth
Shared: Action Roguelike · Roguelike · Indie

KLETKA
Shared: Horror · Action · First-Person

Outlast
Shared: Horror · First-Person · Psychological Horror

The Binding of Isaac
Shared: Action Roguelike · Roguelike · Action

Gorilla Tag
Shared: Horror · Psychological Horror · First-Person

Rogue Legacy
Shared: Action Roguelike · Action · Roguelike