Games like The Late Arrival
Games like The Late Arrival include Five Nights at Freddy's: Security Breach, SOMA, No, I'm not a Human, SILENT HILL 2, and Resident Evil 7 Biohazard. We matched them by the tags players give The Late Arrival on Steam (Horror, 1990's, Singleplayer, Psychological Horror, and Story Rich): closest matches first, and among equally close ones the better-known games.

Five Nights at Freddy's: Security Breach
Shared: Horror · Singleplayer · Survival Horror

SOMA
Shared: Horror · Psychological Horror · Story Rich

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

SILENT HILL 2
Shared: Horror · Psychological Horror · Story Rich

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

Resident Evil Village
Shared: Horror · Singleplayer · Survival Horror

Outlast
Shared: Horror · Psychological Horror · First-Person

Poppy Playtime
Shared: Horror · Singleplayer · First-Person

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

Outlast 2
Shared: Horror · Psychological Horror · Singleplayer

Darkwood
Shared: Horror · Psychological Horror · Survival Horror

MiSide
Shared: Psychological Horror · Horror · Story Rich

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

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

Five Nights at Freddy's 2
Shared: Horror · Singleplayer · Psychological Horror

Road 96
Shared: 1990's · First-Person · Story Rich

SILENT HILL f
Shared: Horror · Psychological Horror · Story Rich

Dark Deception
Shared: Horror · Singleplayer · Psychological Horror

Amnesia: Rebirth
Shared: Horror · Singleplayer · Story Rich

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

SILENT HILL: Townfall
Shared: Horror · Psychological Horror · First-Person

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

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

Five Nights at Freddy's
Shared: Horror · Singleplayer · Psychological Horror