Games like The Path
Games like The Path include What Remains of Edith Finch, Firewatch, Hellblade: Senua's Sacrifice, Layers of Fear (2016), and Mouthwashing. We matched them by the tags players give The Path on Steam (Walking Simulator, Indie, Horror, Female Protagonist, and Exploration): closest matches first, and among equally close ones the better-known games.

What Remains of Edith Finch
Shared: Walking Simulator · Exploration · Atmospheric

Firewatch
Shared: Walking Simulator · Adventure · Atmospheric

Hellblade: Senua's Sacrifice
Shared: Female Protagonist · Atmospheric · Horror

Layers of Fear (2016)
Shared: Horror · Walking Simulator · Indie

Mouthwashing
Shared: Horror · Indie · Walking Simulator

Little Nightmares
Shared: Horror · Adventure · Indie

The Beginner's Guide
Shared: Walking Simulator · Indie · Atmospheric

The Medium
Shared: Horror · Female Protagonist · Adventure

The Cat Lady
Shared: Horror · Indie · Adventure

Gone Home
Shared: Walking Simulator · Indie · Exploration

Detention
Shared: Indie · Horror · Adventure

SOMA
Shared: Horror · Atmospheric · Exploration

Amnesia: A Machine For Pigs
Shared: Walking Simulator · Horror · Exploration

Layers of Fear 2 (2019)
Shared: Indie · Horror · Walking Simulator

Fran Bow
Shared: Horror · Indie · Adventure

GRIS
Shared: Indie · Female Protagonist · Atmospheric

NaissanceE
Shared: Indie · Walking Simulator · Exploration

Little Nightmares II
Shared: Horror · Adventure · Atmospheric

Still Wakes the Deep
Shared: Horror · Walking Simulator · Adventure

Visage
Shared: Horror · Indie · Walking Simulator

Outer Wilds
Shared: Exploration · Adventure · Indie

Among the Sleep - Enhanced Edition
Shared: Indie · Horror · Walking Simulator

Hollow Knight: Silksong
Shared: Indie · Exploration · Female Protagonist

DEATH STRANDING DIRECTOR'S CUT
Shared: Walking Simulator · Atmospheric · Adventure