I like putting together lists, and one thing I like to look for is games that are based on mythology, folklore, folk religion, cultural epics, etc. The genre is done best in Japan, by far, and obviously literally every game ever made in the fantasy RPG genre incorporates aspects of western mythology. There is also a lot of crossover with history, especially in Chinese mythology, where books like Journey to the West mythologise real historical figures like Xuanzang.
Every mythology / Carl Jung / Psychology
Japanese Shintoism / Buddhism / Folklore Complex
Chinese Shenism / Buddhism / Taoism / Folklore Complex
Indian Hinduism / Buddhism / Animism / Folklore Complex
Pacific Islander / Maori / Hawaiian / Samoan / Polynesian
Middle Eastern / Eastern Christian / Egyptian / Arab / Persian / Muslim / Zoroastrian
Western / Celtic / Norse / Greek / Arthurian / Western Christian
Hopefully that proves of interest to some people here, especially retro gamers looking to track down games with the same feel as Nioh, Onimusha, etc, featuring a lot of Japanese mythology. Please add more suggestions if you know some - I'm certain I've forgotten some.

Every mythology / Carl Jung / Psychology
- - Shin Megami Tensei Series
- - Shin Megami Tensei: Persona Series
- - Shin Megami Tensei: Devil Summoner Series
- - Dark Souls Series

Japanese Shintoism / Buddhism / Folklore Complex
- - Nioh
- - Onimusha
- - Onimusha 2
- - Onimusha 3
- - Okami
- - Muramasa: The Demon Blade
- - Shin Megami Tensei: Persona 4
- - Ninja Gaiden
- - Otogi
- - Otogi 2
- - Kuon
- - Blood Will Tell: Osamu Tezuka's Dororo
- - Warriors Orochi

Chinese Shenism / Buddhism / Taoism / Folklore Complex
- - Jade Empire (another BioWare masterpiece)
- - Dynasty Warriors Series
- - Saiyuki: Journey West (Journey to the West)
- - Suikoden Series

Indian Hinduism / Buddhism / Animism / Folklore Complex
- - Shin Megami Tensei: Digital Devil Saga (Hinduism / Yoga chakras)
- - Shin Megami Tensei: Digital Devil Saga II (Hinduism / Yoga chakras)
- - Treasure of the Rudras
- - Skyblazer
- - Uncharted 2
- - Uncharted: The Lost Legacy

Pacific Islander / Maori / Hawaiian / Samoan / Polynesian
- - Mark of Kri
- - Rise of the Kasai

Middle Eastern / Eastern Christian / Egyptian / Arab / Persian / Muslim / Zoroastrian
- - Prince of Persia: The Sands of Time
- - Prince of Persia: The Forgotton Sands
- - Prince of Persia: Warrior Within
- - Prince of Persia: The Two Thrones
- - Prince of Persia (Persian / Zoroastrianism)
- - Shin Megami Tensei II
- - El Shaddai: Ascension of the Metatron

Western / Celtic / Norse / Greek / Arthurian / Western Christian
- - Dungeons and Dragons Series
- - The Banner Saga
- - The Banner Saga 2
- - The Banner Saga 3
- - God of War
- - God of War II
- - God of War III
- - God of War: Chains of Olympus
- - God of War: Ghost of Sparta
- - God of War: Ascension
- - God of War
- - Jeanne d'Arc
- - Viking: Battle for Asgard
- - Rise of the Argonauts
- - Hellblade: Senua's Sacrifice
- - Warriors: Legends of Troy
- - Devil May Cry
- - Devil May Cry 2
- - Devil May Cry 3
- - Devil May Cry 4
- - Rhiannon: Curse of the Four Branches
- - Dante's Inferno
- - Age of Mythology
- - Too Human
- - Odin Sphere
- - Xenogears
- - Valkyrie Profile
- - Shin Megami Tensei III
- - Shin Megami Tensei IV
- - Shin Megami Tensei: Strange Journey
Hopefully that proves of interest to some people here, especially retro gamers looking to track down games with the same feel as Nioh, Onimusha, etc, featuring a lot of Japanese mythology. Please add more suggestions if you know some - I'm certain I've forgotten some.
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