Games like The Holiday Story
Games like The Holiday Story include Outlast, Lethal Company, SOMA, Visage, and Layers of Fear (2016). We matched them by the tags players give The Holiday Story on Steam (Horror, Walking Simulator, Psychological Horror, Survival Horror, and Atmospheric): closest matches first, and among equally close ones the better-known games.

Outlast
Shared: Horror · Survival Horror · Psychological Horror

Lethal Company
Shared: Horror · Survival Horror · First-Person

SOMA
Shared: Horror · Psychological Horror · Atmospheric

Visage
Shared: Horror · Psychological Horror · Survival Horror

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

Summer of '58
Shared: Horror · Psychological Horror · Walking Simulator

Backrooms: Escape Together
Shared: Horror · Psychological Horror · Survival Horror

Mouthwashing
Shared: Horror · Psychological Horror · Atmospheric

Poppy Playtime
Shared: Horror · Survival Horror · First-Person

Firewatch
Shared: Walking Simulator · Atmospheric · Adventure

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

The Cabin Factory
Shared: Horror · Walking Simulator · Psychological Horror

Outlast 2
Shared: Horror · Psychological Horror · Survival Horror

Inside the Backrooms
Shared: Horror · Survival Horror · Psychological Horror

Escape the Backrooms
Shared: Horror · Psychological Horror · Survival Horror

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

Blair Witch
Shared: Horror · Psychological Horror · Adventure

Amnesia: The Dark Descent
Shared: Horror · Psychological Horror · Survival Horror

Slender: The Arrival
Shared: Horror · Survival Horror · First-Person

MiSide
Shared: Psychological Horror · Horror · First-Person

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

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

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

ROUTINE
Shared: Psychological Horror · Atmospheric · Horror