Games like The Lost
Games like The Lost include SANABI, OneShot, There Is No Game: Wrong Dimension, DISTRAINT: Deluxe Edition, and Out There Somewhere. We matched them by the tags players give The Lost on Steam (Adventure, Pixel Graphics, Walking Simulator, Puzzle, and 2D Platformer): closest matches first, and among equally close ones the better-known games.

SANABI
Shared: Pixel Graphics · Adventure · 2D Platformer

OneShot
Shared: Pixel Graphics · Puzzle · Adventure

There Is No Game: Wrong Dimension
Shared: Adventure · Puzzle · Pixel Graphics

DISTRAINT: Deluxe Edition
Shared: Pixel Graphics · Adventure · Psychological Horror

Out There Somewhere
Shared: Pixel Graphics · Adventure · Puzzle

Celeste
Shared: Pixel Graphics · 2D Platformer · Adventure

Changed
Shared: Puzzle · Pixel Graphics · Adventure

Heartbound
Shared: Adventure · Pixel Graphics · 2D

The Rewinder
Shared: Adventure · Pixel Graphics · Puzzle

CrossCode
Shared: Pixel Graphics · Puzzle · Adventure

Pony Island
Shared: Puzzle · Pixel Graphics · Psychological Horror

Terraria
Shared: Pixel Graphics · Adventure · 2D

Tales of the Black Forest
Shared: Pixel Graphics · Adventure · Indie

The Witch's House MV
Shared: Pixel Graphics · Adventure · 2D

FEZ
Shared: Pixel Graphics · Puzzle · Adventure

Jump King
Shared: Pixel Graphics · Adventure · Psychological Horror

OMORI
Shared: Pixel Graphics · Psychological Horror · Indie

ROUTINE
Shared: Adventure · Sci-fi · Psychological Horror

CARRION
Shared: Pixel Graphics · Adventure · 2D

Kindergarten 2
Shared: Adventure · Pixel Graphics · Puzzle

Dead Cells
Shared: Adventure · Pixel Graphics · 2D

Webbed
Shared: Pixel Graphics · 2D Platformer · 2D

VVVVVV
Shared: Pixel Graphics · 2D Platformer · Indie

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