The best rpg games like Horizon Zero Dawn are Monster Hunter: World, Horizon Forbidden West and The Witcher 3. Below are 6, each with the reason it is here — and, at the end, what filtering to rpg costs you.
Filtering to RPG means you want progression — a character to build or a party to grow — layered on top of whatever else you liked.
What you get: A reason to keep going after the novelty wears off. RPGs are the genre that reliably converts hours into feeling more capable.
What made Horizon Zero Dawn worth playing in the first place is covered on the full list. This page is the rpg part of that answer, and only the rpg part.
The genre Horizon is really in — study the creature, prepare, then hunt it.
The sequel, with better traversal and a bigger machine roster.
Preparation-led combat and the best open-world writing.
The most enjoyable open world of that generation to simply move through.
If you want the exploration with far more demanding combat.
The same era of open-world design, and the closest structural sibling.
Immediacy. Almost every RPG asks for a slow first few hours, and the systems that make hour forty good are the same ones that make hour one a menu.
Specifically, these are strong answers for Horizon Zero Dawn that are not rpg games, so they are not on this page:
The full list is on games like Horizon Zero Dawn — 9 picks, no genre filter.
Monster Hunter: World. The genre Horizon is really in — study the creature, prepare, then hunt it.
No. Horizon Zero Dawn released on the PlayStation 4, 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.
Whether the stats are the point. In an RPG the build decides what you can do; in an action game with stats the build only decides how fast you do it.
No. The picks below span turn-based, real-time and action RPGs, and each one says which it is.
By hand. Each pick was written for the full Horizon Zero Dawn list first, on what the game actually does, and this page is the part of that list that is rpg — 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 rpg guide for where to start in the genre generally.