Games like Gym Nights
Games like Gym Nights include Mouthwashing, Layers of Fear (2016), What Remains of Edith Finch, Scorn, and ParanormalHK. We matched them by the tags players give Gym Nights on Steam (Horror, Walking Simulator, Psychedelic, Surreal, and Sexual Content): closest matches first, and among equally close ones the better-known games.

Mouthwashing
Shared: Horror · Walking Simulator · Atmospheric

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

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

Scorn
Shared: Horror · Sexual Content · Atmospheric

ParanormalHK
Shared: Horror · Sexual Content · Nudity

NaissanceE
Shared: Walking Simulator · Exploration · Surreal

MiSide
Shared: Horror · Sexual Content · Atmospheric

Firewatch
Shared: Walking Simulator · Atmospheric · Horror

SOMA
Shared: Horror · Atmospheric · Exploration

INDIKA
Shared: Horror · Surreal · Psychedelic

The Beginner's Guide
Shared: Walking Simulator · Surreal · Atmospheric

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

Eclipsium
Shared: Walking Simulator · Surreal · Psychedelic

Detention
Shared: Horror · Atmospheric · Indie

Outlast 2
Shared: Horror · Atmospheric · First-Person

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

Fears to Fathom - Ironbark Lookout
Shared: Horror · Thriller · Walking Simulator

Outlast
Shared: Horror · Atmospheric · First-Person

Summer of '58
Shared: Horror · Walking Simulator · Thriller

The Medium
Shared: Horror · Female Protagonist · Sexual Content

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

Visage
Shared: Horror · Walking Simulator · Dark

The Cat Lady
Shared: Horror · Female Protagonist · Atmospheric

Clive Barker's Hellraiser: Revival
Shared: Horror · Sexual Content · Nudity