Games like Melancholia Maze
Games like Melancholia Maze include The Exit 8, Layers of Fear (2016), Scanner Sombre, Firewatch, and What Remains of Edith Finch. We matched them by the tags players give Melancholia Maze on Steam (Exploration, Walking Simulator, 3D, Psychological Horror, and First-Person): closest matches first, and among equally close ones the better-known games.

The Exit 8
Shared: Exploration · Walking Simulator · Psychological Horror

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

Scanner Sombre
Shared: Exploration · Walking Simulator · Horror

Firewatch
Shared: Walking Simulator · Adventure · Exploration

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

September 7th
Shared: Exploration · Walking Simulator · Psychological Horror

POOLS
Shared: Walking Simulator · Psychological Horror · Exploration

Escape the Backrooms
Shared: Psychological Horror · Horror · Exploration

Mouthwashing
Shared: Psychological Horror · Horror · Walking Simulator

Amnesia: A Machine For Pigs
Shared: Walking Simulator · Exploration · Horror

SOMA
Shared: Psychological Horror · Horror · Exploration

Dreamcore
Shared: Exploration · Walking Simulator · Psychological Horror

Lethal Company
Shared: First-Person · Exploration · Horror

Psalm 5:9-13
Shared: Exploration · Psychological Horror · Walking Simulator

Still Wakes the Deep
Shared: Psychological Horror · Walking Simulator · Horror

Visage
Shared: Psychological Horror · Horror · First-Person

MiSide
Shared: Psychological Horror · First-Person · 3D

Outlast
Shared: First-Person · Horror · Psychological Horror

Garten of Banban
Shared: Psychological Horror · First-Person · Horror

Bad Parenting 1: Mr. Red Face
Shared: Walking Simulator · Psychological Horror · Adventure

The Park®
Shared: Walking Simulator · Psychological Horror · Horror

Inside the Backrooms
Shared: Horror · Psychological Horror · Exploration

From The Darkness
Shared: Psychological Horror · Horror · Walking Simulator

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