Games like Urban Nightmare
Games like Urban Nightmare include Mouthwashing, SOMA, What Remains of Edith Finch, No, I'm not a Human, and Firewatch. We matched them by the tags players give Urban Nightmare on Steam (Horror, Indie, Psychological Horror, Exploration, and Simulation): closest matches first, and among equally close ones the better-known games.

Mouthwashing
Shared: Horror · Psychological Horror · Indie

SOMA
Shared: Horror · Psychological Horror · Atmospheric

What Remains of Edith Finch
Shared: Atmospheric · Exploration · Mystery

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

Firewatch
Shared: Atmospheric · Mystery · Exploration

Layers of Fear (2016)
Shared: Horror · Psychological Horror · Atmospheric

Amnesia: A Machine For Pigs
Shared: Horror · Psychological Horror · Exploration

Outer Wilds
Shared: Exploration · Mystery · Atmospheric

Lobotomy Corporation | Monster Management Simulation
Shared: Psychological Horror · Horror · Simulation

Firework
Shared: Horror · Indie · Psychological Horror

Sally Face - Episode One
Shared: Indie · Psychological Horror · Horror

Psalm 5:9-13
Shared: Horror · Psychological Horror · Indie

Still Wakes the Deep
Shared: Horror · Psychological Horror · Gore

Don't Play This
Shared: Indie · Horror · Psychological Horror

DREDGE
Shared: Exploration · Psychological Horror · Mystery

MiSide
Shared: Psychological Horror · Horror · Atmospheric

Outlast
Shared: Horror · Psychological Horror · Atmospheric

[Chillas Art] The Convenience Store
Shared: Horror · Indie · Psychological Horror

Subliminal
Shared: Psychological Horror · Horror · Realistic

The Complex: Expedition
Shared: Horror · Exploration · Psychological Horror

Visage
Shared: Horror · Psychological Horror · Indie

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

Poppy Playtime
Shared: Horror · Psychological Horror · Singleplayer

Fears to Fathom - Ironbark Lookout
Shared: Horror · Psychological Horror · Exploration