Games like Last Threshold
Games like Last Threshold include Dagon: by H. P. Lovecraft, OMORI, Tiny Bunny, Sally Face - Episode One, and Slay the Princess — The Pristine Cut. We matched them by the tags players give Last Threshold on Steam (Horror, Lovecraftian, Psychedelic, Hand-drawn, and Dark): closest matches first, and among equally close ones the better-known games.

Dagon: by H. P. Lovecraft
Shared: Horror · Lovecraftian · Story Rich

OMORI
Shared: Story Rich · Horror · Hand-drawn

Tiny Bunny
Shared: Horror · Story Rich · Visual Novel

Sally Face - Episode One
Shared: Horror · Story Rich · Dark

Slay the Princess — The Pristine Cut
Shared: Horror · Visual Novel · Story Rich

The Coffin of Andy and Leyley
Shared: Story Rich · Visual Novel · Dark

Milk outside a bag of milk outside a bag of milk
Shared: Psychedelic · Visual Novel · Story Rich

Firework
Shared: Horror · 2D · Visual Novel

Yog-Sothoth’s Yard
Shared: Lovecraftian · Horror · Dark

No, I'm not a Human
Shared: Horror · Story Rich · Dark

Homicipher
Shared: Horror · Visual Novel · Choose Your Own Adventure

SUNLESS SEA
Shared: Lovecraftian · Dark · Story Rich

SOMA
Shared: Horror · Story Rich · Dark

Suzerain
Shared: Visual Novel · Choose Your Own Adventure · Story Rich

Look Outside
Shared: Horror · Lovecraftian · RPG

Undertale
Shared: Story Rich · 2D · RPG

INSIDE
Shared: Horror · Dark · Story Rich

The Test
Shared: Story Rich · Choose Your Own Adventure · Horror

Scarlet Hollow
Shared: Horror · Visual Novel · Story Rich

Tales of the Black Forest
Shared: Horror · Story Rich · RPG

The Casting of Frank Stone™
Shared: Horror · Story Rich · Multiple Endings

PARANORMASIGHT: The Seven Mysteries of Honjo
Shared: Horror · Visual Novel · Hand-drawn

Sanfu
Shared: 2D · Hand-drawn · RPG

Still Wakes the Deep
Shared: Horror · Lovecraftian · Story Rich