Games like Moonlit
Games like Moonlit include Firewatch, Fallout 4, Outer Wilds, What Remains of Edith Finch, and Tainted Grail: The Fall of Avalon. We matched them by the tags players give Moonlit on Steam (Adventure, Exploration, Dark Fantasy, Singleplayer, and Pixel Graphics): closest matches first, and among equally close ones the better-known games.

Firewatch
Shared: Adventure · Exploration · Atmospheric

Fallout 4
Shared: Exploration · Singleplayer · Adventure

Outer Wilds
Shared: Exploration · Adventure · Mystery

What Remains of Edith Finch
Shared: Exploration · Adventure · Atmospheric

Tainted Grail: The Fall of Avalon
Shared: Adventure · Dark Fantasy · Exploration

Stray
Shared: Adventure · Singleplayer · Exploration

Slime Rancher
Shared: Exploration · Adventure · Singleplayer

The Long Dark
Shared: Exploration · Adventure · Singleplayer

DAVE THE DIVER
Shared: Adventure · Pixel Graphics · Exploration

INMOST
Shared: Adventure · Pixel Graphics · Exploration

DREDGE
Shared: Exploration · Adventure · Singleplayer

Lies of P
Shared: Dark Fantasy · Singleplayer · Exploration

Road 96
Shared: Adventure · First-Person · Atmospheric

The Witness
Shared: Exploration · Singleplayer · First-Person

Blue Prince
Shared: Exploration · Singleplayer · Mystery

The Vanishing of Ethan Carter
Shared: Exploration · Adventure · Atmospheric

OneShot
Shared: Pixel Graphics · Singleplayer · Adventure

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

Hellblade: Senua's Sacrifice
Shared: Adventure · Atmospheric · Singleplayer

Quern - Undying Thoughts
Shared: Adventure · Exploration · Singleplayer

Five Nights at Freddy's: Security Breach
Shared: Singleplayer · Exploration · First-Person

Fallout: New Vegas
Shared: Singleplayer · Exploration · Adventure

Gothic 1 Remake
Shared: Adventure · Exploration · Dark Fantasy

Amnesia: A Machine For Pigs
Shared: Exploration · First-Person · Atmospheric