Games like Unholy
Games like Unholy include What Remains of Edith Finch, Outlast, A Plague Tale: Innocence, Poppy Playtime, and Little Nightmares. We matched them by the tags players give Unholy on Steam (Female Protagonist, Adventure, Atmospheric, Singleplayer, and Puzzle): closest matches first, and among equally close ones the better-known games.

What Remains of Edith Finch
Shared: Atmospheric · Adventure · Female Protagonist

Outlast
Shared: Atmospheric · First-Person · Singleplayer

A Plague Tale: Innocence
Shared: Adventure · Female Protagonist · Atmospheric

Poppy Playtime
Shared: Singleplayer · Puzzle · First-Person

Little Nightmares
Shared: Adventure · Atmospheric · Singleplayer

Little Nightmares II
Shared: Adventure · Singleplayer · Puzzle

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

Rise of the Tomb Raider™
Shared: Adventure · Female Protagonist · Singleplayer

Firewatch
Shared: Adventure · Atmospheric · Singleplayer

Tomb Raider Game of the Year
Shared: Adventure · Female Protagonist · Singleplayer

Amnesia: The Dark Descent
Shared: Atmospheric · Puzzle · First-Person

Resident Evil 7 Biohazard
Shared: Singleplayer · First-Person · Atmospheric

Scorn
Shared: Atmospheric · Puzzle · First-Person

Outlast 2
Shared: Singleplayer · First-Person · Atmospheric

SOMA
Shared: Atmospheric · Dark · Singleplayer

Layers of Fear (2016)
Shared: Atmospheric · Singleplayer · First-Person

The Medium
Shared: Adventure · Female Protagonist · Atmospheric

The Room
Shared: Puzzle · Atmospheric · Adventure

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

ROUTINE
Shared: Singleplayer · Atmospheric · Adventure

Amnesia: Rebirth
Shared: Puzzle · First-Person · Singleplayer

Thief
Shared: Adventure · Stealth · Singleplayer

Portal 2
Shared: Singleplayer · Puzzle · First-Person

Among the Sleep - Enhanced Edition
Shared: Atmospheric · Adventure · Singleplayer