Games like My Little Hell
Games like My Little Hell include What Remains of Edith Finch, Firewatch, Layers of Fear (2016), SOMA, and Sally Face - Episode One. We matched them by the tags players give My Little Hell on Steam (Psychological Horror, Adventure, Dark, Story Rich, and Mystery): closest matches first, and among equally close ones the better-known games.

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

Firewatch
Shared: Adventure · Story Rich · Mystery

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

SOMA
Shared: Psychological Horror · Story Rich · Horror

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

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

MiSide
Shared: Psychological Horror · Story Rich · Horror

Mouthwashing
Shared: Psychological Horror · Story Rich · Horror

Poppy Playtime
Shared: Horror · Psychological Horror · Dark

Little Nightmares II
Shared: Adventure · Dark · Psychological Horror

Still Wakes the Deep
Shared: Psychological Horror · Horror · Story Rich

Outer Wilds
Shared: Adventure · Story Rich · Mystery

Little Nightmares
Shared: Adventure · Horror · Dark

Outlast
Shared: Psychological Horror · Horror · First-Person

No, I'm not a Human
Shared: Psychological Horror · Horror · Story Rich

Blair Witch
Shared: Adventure · Psychological Horror · Horror

Visage
Shared: Psychological Horror · Dark · Horror

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

From The Darkness
Shared: Psychological Horror · Dark · Horror

Fran Bow
Shared: Psychological Horror · Story Rich · Adventure

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

Outlast 2
Shared: Psychological Horror · Horror · Dark

ROUTINE
Shared: Psychological Horror · Dark · Adventure

CARIMARA: Beneath the forlorn limbs
Shared: Story Rich · Adventure · Mystery