Games like The Midnight Walk
Games like The Midnight Walk include Little Nightmares II, Little Nightmares, INSIDE, A Plague Tale: Innocence, and Bramble: The Mountain King. We matched them by the tags players give The Midnight Walk on Steam (Adventure, Horror, Atmospheric, Dark Fantasy, and Singleplayer): closest matches first, and among equally close ones the better-known games.

Little Nightmares II
Shared: Adventure · Horror · Singleplayer

Little Nightmares
Shared: Horror · Adventure · Atmospheric

INSIDE
Shared: Atmospheric · Horror · Dark

A Plague Tale: Innocence
Shared: Adventure · Atmospheric · Stealth

Bramble: The Mountain King
Shared: Adventure · Horror · Atmospheric

Hellblade: Senua's Sacrifice
Shared: Atmospheric · Adventure · Singleplayer

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

Amnesia: Rebirth
Shared: Horror · Adventure · Singleplayer

Firewatch
Shared: Adventure · Atmospheric · Singleplayer

The Witcher 3: Wild Hunt — Remastered
Shared: Atmospheric · Adventure · Singleplayer

Poppy Playtime
Shared: Horror · Singleplayer · Dark

Fran Bow
Shared: Horror · Adventure · Atmospheric

SOMA
Shared: Horror · Atmospheric · Dark

ROUTINE
Shared: Atmospheric · Singleplayer · Adventure

Outlast
Shared: Horror · Atmospheric · Singleplayer

Brothers - A Tale of Two Sons
Shared: Adventure · Atmospheric · Story Rich

Darkwood
Shared: Horror · Adventure · Atmospheric

Bendy and the Dark Revival
Shared: Horror · Singleplayer · Adventure

What Remains of Edith Finch
Shared: Atmospheric · Adventure · Story Rich

Stray
Shared: Adventure · Atmospheric · Singleplayer

Tomb Raider Game of the Year
Shared: Adventure · Singleplayer · Story Rich

Resident Evil 7 Biohazard
Shared: Horror · Singleplayer · Atmospheric

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

The Last Campfire
Shared: Adventure · Singleplayer · Atmospheric