Games like Last Guest
Games like Last Guest include Outlast, MiSide, Resident Evil 7 Biohazard, Resident Evil Village, and Outlast 2. We matched them by the tags players give Last Guest on Steam (Action, Horror, Psychological Horror, First-Person, and Atmospheric): closest matches first, and among equally close ones the better-known games.

Outlast
Shared: Horror · First-Person · Psychological Horror

MiSide
Shared: Psychological Horror · Horror · First-Person

Resident Evil 7 Biohazard
Shared: Horror · First-Person · Singleplayer

Resident Evil Village
Shared: Horror · Action · First-Person

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

Mouthwashing
Shared: Horror · Psychological Horror · Atmospheric

Garten of Banban
Shared: Horror · Psychological Horror · First-Person

SOMA
Shared: Horror · Psychological Horror · Atmospheric

Poppy Playtime
Shared: Horror · Singleplayer · First-Person

Layers of Fear (2016)
Shared: Horror · Psychological Horror · Atmospheric

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

Amnesia: A Machine For Pigs
Shared: Horror · First-Person · Atmospheric

Buckshot Roulette
Shared: Horror · First-Person · Singleplayer

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

Garten of Banban 2
Shared: Horror · First-Person · Psychological Horror

Summer of '58
Shared: Horror · Psychological Horror · Atmospheric

METRO 2033 Redux
Shared: Horror · Action · Atmospheric

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

Ready or Not
Shared: Horror · Singleplayer · First-Person

Firewatch
Shared: Atmospheric · First-Person · Walking Simulator

SILENT HILL 2
Shared: Horror · Psychological Horror · Atmospheric

Prey
Shared: Horror · Immersive Sim · Singleplayer

Garten of Banban 3
Shared: Horror · Psychological Horror · First-Person

Alan Wake
Shared: Action · Horror · Atmospheric