Games like The Depths
Games like The Depths include Five Nights at Freddy's: Security Breach, Poppy Playtime, Bendy and the Dark Revival, Escape the Backrooms, and Five Nights at Freddy's: Secret of the Mimic. We matched them by the tags players give The Depths on Steam (Horror, First-Person, Singleplayer, Puzzle, and Stealth): closest matches first, and among equally close ones the better-known games.

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

Poppy Playtime
Shared: Horror · Singleplayer · First-Person

Bendy and the Dark Revival
Shared: Horror · First-Person · Singleplayer

Escape the Backrooms
Shared: Horror · First-Person · Adventure

Five Nights at Freddy's: Secret of the Mimic
Shared: Horror · First-Person · Adventure

Amnesia: Rebirth
Shared: First-Person · Puzzle · Horror

Bendy and the Ink Machine
Shared: Horror · First-Person · Singleplayer

Outlast
Shared: Horror · First-Person · Singleplayer

Little Nightmares II
Shared: Horror · Singleplayer · Puzzle

Little Nightmares
Shared: Horror · Singleplayer · Adventure

The Forest
Shared: Horror · First-Person · Adventure

Hello Neighbor 2
Shared: Horror · First-Person · Puzzle

Buckshot Roulette
Shared: Horror · First-Person · Singleplayer

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

Thief
Shared: First-Person · Stealth · Singleplayer

Resident Evil 7 Biohazard
Shared: Horror · First-Person · Singleplayer

Indiana Jones and the Great Circle
Shared: First-Person · Puzzle · Singleplayer

SchoolBoy Runaway
Shared: Horror · Puzzle · Adventure

Atomic Heart
Shared: Adventure · Singleplayer · Horror

Rise of the Tomb Raider™
Shared: Singleplayer · Adventure · Action

The Beast Inside
Shared: Horror · First-Person · Adventure

Metro Exodus
Shared: Singleplayer · Horror · First-Person

Portal 2
Shared: Singleplayer · First-Person · Puzzle

Thief Simulator
Shared: Singleplayer · First-Person · Stealth