Games like The Next Penelope
Games like The Next Penelope include SpeedRunners, Bright Memory: Infinite, Hollow Knight: Silksong, GRIP: Combat Racing, and Hotline Miami. We matched them by the tags players give The Next Penelope on Steam (Racing, Action, Indie, 4 Player Local, and Female Protagonist): closest matches first, and among equally close ones the better-known games.
SpeedRunners
Shared: Racing · Indie · Local Multiplayer
Bright Memory: Infinite
Shared: Action · Female Protagonist · Indie
Hollow Knight: Silksong
Shared: Indie · Difficult · Female Protagonist
GRIP: Combat Racing
Shared: Racing · Action · Indie
Hotline Miami
Shared: Action · Indie · Top-Down
Distance
Shared: Racing · Indie · Action
Touhou Koumakyou: New Classic - the Embodiment of Scarlet Devil
Shared: Female Protagonist · Action · Shoot 'Em Up
Devil Slayer - Raksasi
Shared: Action · Female Protagonist · Difficult
The Binding of Isaac
Shared: Indie · Action · Difficult
Celeste
Shared: Indie · Difficult · Female Protagonist
ICEY
Shared: Action · Female Protagonist · Indie
Timberman
Shared: Indie · Action · Local Multiplayer
Touhou Fuujinroku ~ Mountain of Faith.
Shared: Action · Indie · Female Protagonist
Gang Beasts
Shared: Action · Local Multiplayer · Indie
Skul: The Hero Slayer
Shared: Action · Indie · Singleplayer
Retrowave
Shared: Racing · Indie · Action
Stick Fight: The Game
Shared: Action · Local Multiplayer · 4 Player Local
Hotline Miami 2: Wrong Number
Shared: Action · Indie · Top-Down
Cube Destroyer
Shared: Action · Indie · Shoot 'Em Up
Move or Die
Shared: Action · Local Multiplayer · 4 Player Local
Circuit Superstars
Shared: Racing · Top-Down · Indie
Duck Game
Shared: Action · Local Multiplayer · 4 Player Local
TouHou Makuka Sai ~ Fantastic Danmaku Festival Part II
Shared: Indie · Shoot 'Em Up · Action
Sonic Racing: CrossWorlds
Shared: Racing · Local Multiplayer · Singleplayer