Games like The Last Train
Games like The Last Train include MiSide, Little Nightmares II, Inside the Backrooms, Poppy Playtime, and Escape the Backrooms. We matched them by the tags players give The Last Train on Steam (Horror, Adventure, 1990's, Stylized, and Psychological Horror): closest matches first, and among equally close ones the better-known games.

MiSide
Shared: Horror · Psychological Horror · First-Person

Little Nightmares II
Shared: Horror · Adventure · Puzzle

Inside the Backrooms
Shared: Horror · Psychological Horror · Puzzle

Poppy Playtime
Shared: Horror · Puzzle · Psychological Horror

Escape the Backrooms
Shared: Horror · Psychological Horror · Adventure

Little Nightmares
Shared: Horror · Adventure · Puzzle

Amanda the Adventurer
Shared: Horror · 1990's · Puzzle

Sally Face - Episode One
Shared: Horror · Psychological Horror · Adventure

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

Layers of Fear (2016)
Shared: Horror · Psychological Horror · Adventure

Fran Bow
Shared: Horror · Psychological Horror · Adventure

Backrooms: Escape Together
Shared: Horror · Psychological Horror · First-Person

SOMA
Shared: Horror · Psychological Horror · Story Rich

Outlast
Shared: Horror · Psychological Horror · First-Person

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

Phasmophobia
Shared: Horror · Psychological Horror · First-Person

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

Bad Parenting 1: Mr. Red Face
Shared: Horror · Adventure · 1990's

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

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

Detention
Shared: Horror · Psychological Horror · Adventure

Little Nightmares III
Shared: Adventure · Horror · Puzzle

Penumbra Overture
Shared: Horror · Adventure · First-Person

Outer Wilds
Shared: Adventure · Puzzle · Story Rich