The best adventure games like Sly Cooper are Sly 2: Band of Thieves, Jak and Daxter and Aragami 2. Below are 5, each with the reason it is here — and, at the end, what filtering to adventure costs you.
Filtering to adventure means the place and the story are what you want back, not the challenge. It is the right filter when the thing you remember is where you were rather than what you did.
What you get: A world with a reason to wander it, and writing that survives being read rather than skipped.
What made Sly Cooper worth playing in the first place is covered on the full list. This page is the adventure part of that answer, and only the adventure part.
The sequel opened it up into full heist missions and is the best of the three.
Same era, same studio family, same PS2 cartoon craft.
Cartoon-clean shadow stealth with a rooftop-to-rooftop rhythm.
Non-violent stealth with a storybook look.
If the pickpocketing was the part you liked, this is where it comes from.
Mechanical depth. Several of the best adventure games have combat that is deliberately unsatisfying, because they want your attention somewhere else.
Specifically, these are strong answers for Sly Cooper that are not adventure games, so they are not on this page:
The full list is on games like Sly Cooper — 9 picks, no genre filter.
Sly 2: Band of Thieves. The sequel opened it up into full heist missions and is the best of the three.
No. Sly Cooper released on the PlayStation 2, but a recommendation is only useful if you can play it, so the picks above span platforms and eras. What they share is the genre and the reason.
Anywhere the story and the place matter more than the skill ceiling — point-and-click, walking sims, narrative thrillers and most open worlds. The label alone tells you very little, which is why each pick here says what it actually is.
They split hard. Open-world adventures run to a hundred hours; the narrative ones are often finishable in an evening, and the short ones are usually the better written.
By hand. Each pick was written for the full Sly Cooper list first, on what the game actually does, and this page is the part of that list that is adventure — never a genre tag lookup, which is how "best racing games like Super Mario 64" used to be a page on this site.
Or read the adventure guide for where to start in the genre generally.