Games like Under Investigation
Games like Under Investigation include SOMA, Outlast, Poppy Playtime, Layers of Fear (2016), and Five Nights at Freddy's: Security Breach. We matched them by the tags players give Under Investigation on Steam (Horror, Exploration, First-Person, Dark, and Walking Simulator): closest matches first, and among equally close ones the better-known games.

SOMA
Shared: Horror · Psychological Horror · Dark

Outlast
Shared: Horror · First-Person · Psychological Horror

Poppy Playtime
Shared: Horror · First-Person · Singleplayer

Layers of Fear (2016)
Shared: Horror · First-Person · Psychological Horror

Five Nights at Freddy's: Security Breach
Shared: Horror · First-Person · Singleplayer

Still Wakes the Deep
Shared: Horror · First-Person · Psychological Horror

Buckshot Roulette
Shared: Horror · Dark · First-Person

No, I'm not a Human
Shared: Horror · Psychological Horror · Singleplayer

Slender: The Arrival
Shared: Horror · First-Person · Dark

Visage
Shared: Horror · Dark · Psychological Horror

Escape the Backrooms
Shared: Horror · Psychological Horror · First-Person

Amnesia: A Machine For Pigs
Shared: Horror · Walking Simulator · First-Person

Outlast 2
Shared: Horror · First-Person · Psychological Horror

Lethal Company
Shared: Horror · First-Person · Exploration

What Remains of Edith Finch
Shared: First-Person · Walking Simulator · Exploration

Garten of Banban
Shared: Horror · First-Person · Singleplayer

Five Nights at Freddy's
Shared: Horror · Singleplayer · Psychological Horror

Mouthwashing
Shared: Horror · Psychological Horror · Walking Simulator

Phasmophobia
Shared: Horror · Psychological Horror · First-Person

Pacify
Shared: Horror · Exploration · Psychological Horror

Among the Sleep - Enhanced Edition
Shared: Horror · First-Person · Indie

Bendy and the Ink Machine
Shared: Horror · First-Person · Singleplayer

Amnesia: The Dark Descent
Shared: Horror · Psychological Horror · First-Person

Resident Evil Village
Shared: Horror · First-Person · Singleplayer