Games like Last Light
Games like Last Light include Sally Face - Episode One, Poppy Playtime, Outlast, DISTRAINT: Deluxe Edition, and Firework. We matched them by the tags players give Last Light on Steam (2D, Adventure, Horror, Psychological Horror, and Atmospheric): closest matches first, and among equally close ones the better-known games.

Sally Face - Episode One
Shared: Psychological Horror · Horror · Adventure

Poppy Playtime
Shared: Horror · Psychological Horror · Dark

Outlast
Shared: Horror · Psychological Horror · Atmospheric

DISTRAINT: Deluxe Edition
Shared: Horror · Psychological Horror · 2D

Firework
Shared: Horror · 2D · Psychological Horror

Darkwood
Shared: Horror · Adventure · Psychological Horror

Little Nightmares
Shared: Horror · Adventure · Atmospheric

Little Nightmares II
Shared: Adventure · Horror · Atmospheric

Rusty Lake Paradise
Shared: Adventure · Psychological Horror · Horror

Outlast 2
Shared: Horror · Psychological Horror · Atmospheric

LIMBO
Shared: 2D · Adventure · Atmospheric

The Room Two
Shared: Mystery · Atmospheric · Horror

Tiny Bunny
Shared: Horror · Atmospheric · Psychological Horror

SOMA
Shared: Horror · Psychological Horror · Atmospheric

Fran Bow
Shared: Psychological Horror · Horror · Adventure

We Happy Few
Shared: Adventure · Survival · Psychological Horror

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

Firewatch
Shared: Adventure · Atmospheric · Mystery

Alan Wake
Shared: Horror · Adventure · Atmospheric

The Forest
Shared: Horror · Adventure · Survival

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

Five Nights at Freddy's 2
Shared: Horror · Psychological Horror · Dark

The Room
Shared: Adventure · Mystery · Atmospheric

The Coma 2: Vicious Sisters
Shared: Adventure · Horror · 2D