Games like Marginalia
Games like Marginalia include What Remains of Edith Finch, SOMA, Layers of Fear (2016), Firewatch, and Still Wakes the Deep. We matched them by the tags players give Marginalia on Steam (Walking Simulator, Exploration, First-Person, Story Rich, and Horror): closest matches first, and among equally close ones the better-known games.

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

SOMA
Shared: Horror · Story Rich · Psychological Horror

Layers of Fear (2016)
Shared: Walking Simulator · Horror · First-Person

Firewatch
Shared: Walking Simulator · Story Rich · First-Person

Still Wakes the Deep
Shared: Horror · Walking Simulator · First-Person

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

Mouthwashing
Shared: Story Rich · Horror · Psychological Horror

MiSide
Shared: Story Rich · Psychological Horror · First-Person

Dagon: by H. P. Lovecraft
Shared: Horror · First-Person · Story Rich

Outlast
Shared: First-Person · Horror · Psychological Horror

Visage
Shared: Horror · Psychological Horror · First-Person

Amnesia: The Dark Descent
Shared: Horror · Psychological Horror · First-Person

Lethal Company
Shared: First-Person · Horror · Exploration

The Park®
Shared: Walking Simulator · Horror · First-Person

Fears to Fathom - Ironbark Lookout
Shared: Horror · Exploration · Psychological Horror

Blair Witch
Shared: Horror · First-Person · Psychological Horror

Outer Wilds
Shared: Exploration · Story Rich · Adventure

The Beginner's Guide
Shared: Walking Simulator · Story Rich · First-Person

Amnesia: Rebirth
Shared: First-Person · Story Rich · Exploration

INFRA
Shared: Exploration · Walking Simulator · First-Person

Layers of Fear 2 (2019)
Shared: Walking Simulator · Horror · Psychological Horror

Scanner Sombre
Shared: Walking Simulator · Exploration · Horror

Call of Cthulhu®
Shared: Horror · Psychological Horror · Lovecraftian

KARMA: The Dark World
Shared: Walking Simulator · First-Person · Horror