Games like Heat or Die
Games like Heat or Die include Outlast, Firewatch, Lethal Company, Layers of Fear (2016), and What Remains of Edith Finch. We matched them by the tags players give Heat or Die on Steam (Psychological Horror, Choices Matter, First-Person, Exploration, and Difficult): closest matches first, and among equally close ones the better-known games.

Outlast
Shared: First-Person · Psychological Horror · Horror

Firewatch
Shared: First-Person · Adventure · Walking Simulator

Lethal Company
Shared: First-Person · Psychological Horror · Exploration

Layers of Fear (2016)
Shared: Psychological Horror · First-Person · Horror

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

SOMA
Shared: Psychological Horror · Horror · Exploration

No, I'm not a Human
Shared: Psychological Horror · Choices Matter · Horror

Still Wakes the Deep
Shared: Psychological Horror · First-Person · Horror

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

Escape the Backrooms
Shared: Psychological Horror · First-Person · Horror

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

Five Nights at Freddy's
Shared: Psychological Horror · Horror · Difficult

Darkwood
Shared: Psychological Horror · Horror · Adventure

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

Poppy Playtime
Shared: First-Person · Psychological Horror · Horror

Visage
Shared: Psychological Horror · First-Person · Horror

Scanner Sombre
Shared: Exploration · Psychological Horror · First-Person

The Witness
Shared: First-Person · Exploration · Difficult

We Happy Few
Shared: First-Person · Psychological Horror · Adventure

The Park®
Shared: Psychological Horror · First-Person · Walking Simulator

The Forest
Shared: First-Person · Horror · Adventure

Mouthwashing
Shared: Psychological Horror · Horror · Atmospheric

The Beast Inside
Shared: First-Person · Psychological Horror · Adventure

Outlast 2
Shared: Psychological Horror · First-Person · Horror