Games like Mary Skelter: Nightmares
Games like Mary Skelter: Nightmares include Persona 3 Reload, Persona 4 Golden, Persona 5 Royal, Labyrinth of Refrain: Coven of Dusk, and The Legend of Heroes: Trails of Cold Steel. We matched them by the tags players give Mary Skelter: Nightmares on Steam (JRPG, Dungeon Crawler, Anime, Horror, and Visual Novel): closest matches first, and among equally close ones the better-known games.

Persona 3 Reload
Shared: JRPG · Anime · Party-Based RPG

Persona 4 Golden
Shared: JRPG · Anime · Party-Based RPG

Persona 5 Royal
Shared: JRPG · Anime · Party-Based RPG

Labyrinth of Refrain: Coven of Dusk
Shared: Dungeon Crawler · JRPG · Anime

The Legend of Heroes: Trails of Cold Steel
Shared: JRPG · Anime · Turn-Based

Persona 3 Portable
Shared: JRPG · Anime · RPG

Digimon Story Cyber Sleuth: Complete Edition
Shared: JRPG · Anime · Visual Novel

Clair Obscur: Expedition 33
Shared: JRPG · Exploration · RPG

Metaphor: ReFantazio
Shared: JRPG · Anime · RPG

Bug Fables: The Everlasting Sapling
Shared: JRPG · Party-Based RPG · Exploration

Agarest: Generations of War
Shared: JRPG · Anime · Visual Novel

The Legend of Heroes: Trails in the Sky
Shared: JRPG · Anime · Turn-Based

Tales of the Black Forest
Shared: Horror · Anime · Visual Novel

OCTOPATH TRAVELER II
Shared: JRPG · Turn-Based · Party-Based RPG

Sakura Dungeon
Shared: Anime · Dungeon Crawler · Visual Novel

Senren * Banka
Shared: Visual Novel · Anime · Dating Sim

Rebellion GODSOUL: Awakening
Shared: JRPG · Anime · Party-Based RPG

Volcano Princess
Shared: Anime · Visual Novel · Female Protagonist

Hyperdimension Neptunia Re;Birth1
Shared: JRPG · Anime · Female Protagonist

Sora no Kiseki the 1st
Shared: JRPG · Party-Based RPG · Visual Novel

Valkyria Chronicles™
Shared: Anime · JRPG · Turn-Based

Cassette Beasts
Shared: JRPG · Party-Based RPG · Exploration

Fear & Hunger 2: Termina
Shared: JRPG · Horror · Dungeon Crawler

Tales of Berseria™
Shared: JRPG · Anime · Female Protagonist