Games like The Wave Story
Games like The Wave Story include LIMBO, Firework, Braid, FEZ, and INSIDE. We matched them by the tags players give The Wave Story on Steam (Strategy, Puzzle Platformer, Puzzle, Indie, and Platformer): closest matches first, and among equally close ones the better-known games.

LIMBO
Shared: Puzzle Platformer · Puzzle · Indie

Firework
Shared: Puzzle · Indie · 2D

Braid
Shared: Puzzle Platformer · Puzzle · Indie

FEZ
Shared: Puzzle · Platformer · Indie

INSIDE
Shared: Puzzle Platformer · Indie · Atmospheric

ANIMAL WELL
Shared: Puzzle · Puzzle Platformer · Platformer

Hollow Knight
Shared: Platformer · Indie · 2D

Defy Gravity Extended
Shared: Puzzle Platformer · Puzzle · Indie

Little Nightmares
Shared: Puzzle Platformer · Puzzle · Atmospheric

Papers, Please
Shared: Indie · Puzzle · Multiple Endings

GRIS
Shared: Indie · Atmospheric · Platformer

Portal 2
Shared: Puzzle · Platformer · Puzzle Platformer

Seen
Shared: Indie · Puzzle · Puzzle Platformer

The Bridge
Shared: Puzzle Platformer · Puzzle · 2D

Gunpoint
Shared: Puzzle · Indie · 2D

Nihilumbra
Shared: Indie · Puzzle · Platformer

Hollow Knight: Silksong
Shared: Indie · 2D · Platformer

Planet of Lana
Shared: Puzzle Platformer · Puzzle · Atmospheric

Creaks
Shared: Puzzle · Puzzle Platformer · Atmospheric

Portal
Shared: Puzzle Platformer · Puzzle · Singleplayer

Return of the Obra Dinn
Shared: Puzzle · Indie · Mystery

BEEP
Shared: Indie · Platformer · 2D

OneShot
Shared: Indie · Puzzle · Atmospheric

Neva
Shared: Indie · Platformer · Puzzle