Games like Lydia
Games like Lydia include Sally Face - Episode One, Fran Bow, What Remains of Edith Finch, Little Misfortune, and The Cat Lady. We matched them by the tags players give Lydia on Steam (Point & Click, Walking Simulator, Female Protagonist, 2D, and Horror): closest matches first, and among equally close ones the better-known games.

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

Fran Bow
Shared: Point & Click · Psychological Horror · Horror

What Remains of Edith Finch
Shared: Walking Simulator · Story Rich · Female Protagonist

Little Misfortune
Shared: Point & Click · Psychological Horror · Female Protagonist

The Cat Lady
Shared: Horror · Point & Click · Female Protagonist

Mouthwashing
Shared: Horror · Psychological Horror · Story Rich

Hellblade: Senua's Sacrifice
Shared: Female Protagonist · Story Rich · Atmospheric

Rusty Lake Paradise
Shared: Point & Click · Horror · Psychological Horror

DISTRAINT 2
Shared: Horror · Psychological Horror · Point & Click

The Medium
Shared: Female Protagonist · Horror · Psychological Horror

Cube Escape Collection
Shared: Point & Click · Horror · Psychological Horror

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

Firework
Shared: Horror · 2D · Psychological Horror

Firewatch
Shared: Walking Simulator · Story Rich · Atmospheric

Detention
Shared: Horror · Psychological Horror · Point & Click

Layers of Fear (2016)
Shared: Walking Simulator · Horror · Psychological Horror

Servant of the Lake
Shared: Point & Click · Story Rich · Psychological Horror

OMORI
Shared: Psychological Horror · Story Rich · Horror

Tiny Bunny
Shared: Horror · Story Rich · Psychological Horror

Lorelai
Shared: Female Protagonist · Horror · 2D

Amnesia: A Machine For Pigs
Shared: Walking Simulator · Horror · Story Rich

GRIS
Shared: Female Protagonist · Atmospheric · 2D

Oxenfree
Shared: Female Protagonist · Story Rich · Atmospheric

SOMA
Shared: Horror · Psychological Horror · Story Rich