Games like Lily's Well
Games like Lily's Well include Endacopia, Ib, OMORI, Mad Father, and Fran Bow. We matched them by the tags players give Lily's Well on Steam (Horror, Adventure, Multiple Endings, Psychological Horror, and Pixel Graphics): closest matches first, and among equally close ones the better-known games.

Endacopia
Shared: Adventure · Horror · Psychological Horror

Ib
Shared: Horror · Pixel Graphics · Psychological Horror

OMORI
Shared: Psychological Horror · Pixel Graphics · Multiple Endings

Mad Father
Shared: Horror · Psychological Horror · Pixel Graphics

Fran Bow
Shared: Psychological Horror · Horror · Adventure

The Test
Shared: Multiple Endings · Choose Your Own Adventure · Pixel Graphics

Detention
Shared: Horror · Psychological Horror · Adventure

Who's Lila?
Shared: Horror · Psychological Horror · Choose Your Own Adventure

OneShot
Shared: Pixel Graphics · Puzzle · Adventure

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

Little Nightmares II
Shared: Horror · Adventure · Puzzle

Rusty Lake Paradise
Shared: Adventure · Horror · Puzzle

Tales of the Black Forest
Shared: Horror · Pixel Graphics · Adventure

Five Nights at Freddy's: Into the Pit
Shared: Horror · Adventure · Pixel Graphics

Corpse Party (2021)
Shared: Horror · Psychological Horror · Multiple Endings

Inside the Backrooms
Shared: Horror · Psychological Horror · Puzzle

DISTRAINT: Deluxe Edition
Shared: Horror · Psychological Horror · Adventure

Bad Dream: Coma
Shared: Adventure · Horror · Multiple Endings

Little Nightmares
Shared: Horror · Adventure · Puzzle

Samsara Room
Shared: Adventure · Puzzle · Psychological Horror

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

IMSCARED
Shared: Horror · Psychological Horror · Adventure

Little Misfortune
Shared: Psychological Horror · Adventure · Horror

The Room Two
Shared: Horror · Puzzle · Adventure