What are the best games that are not on big-name game stores like Steam, GoG, Epic, etc.?

0 A.D.. It is even open source.

Vintage Story, a Minecraft alternative that's much more focused on survival and primitive technology. It's sold only on its website.

Got this recently for my wife and I to play together and we are loving it so far. Just about reached bronze but don't have a reliable supply of tin and winter is setting in so we are looking forward to getting our base set up and exploring some caves and ruins. We've got plenty of food, just hoping to squeeze another set of flax out of the farm before it's too cold.
We watched Rubix Raptors YouTube series on it and loved the mix of chill crafting with more hardcore survival mechanics and a little dusting of cosmic horror.
It's also pretty cheap for what you're getting at about £20 it's still in early access but is totally functional. We've played over 20 hours and haven't hit a single bug which broke anything (just had our player models not display properly a couple of times). It's also got really excellent built in modding support and what looks like a shed load of excellent mods.
VS is great. It's what Terrafirmacraft would have been as a game instead of a mod, and it has a fairly vibrant modding community of its own. I'd still like to see some more development on it but it's great so far.

StarSector (whoops, not two words) https://fractalsoftworks.com/

Awesome game

That looks similar like Endless Sky
- Similar but much deeper and lots of mods.
- I think it's the other way around, Starsector released in 2013
Fantastic game! After playing for a lot of hours I realized there were some mods which made me play even more lol.
Btw, Sseth had a video on it https://youtu.be/acqpulP1hLo
With a vibrant modding ecosystem!
I've been playing it non-stop for two weeks. It's so good

Voices of the Void on Itch.io. it's sort of like xfiles: the rpg. you live in a satellite field and you use old equipment to track suspicious signals from space and sell them off for upgrades and supply money. Things.... happen. while you're carrying out this peaceful existence. suspicious, freaky things. 🛸

it's been out for a couple years now and it's very far in development but they are saving the steam listing for a more full release.

edit: go into this game blind

Whoa that sounds really fun.

I wouldn't call it one of the "best games" anymore... maybe not ever, but "Escape from Tarkov".

While I'm digging my own grave here let me also mention "Star Citizen".

I sure hope my grandkids will get to play star citizen

Minecraft

Unciv is a civilization clone for mobile platforms and its great if those games are your thing

Minecraft java edition, but that feels like cheating

There are a lot of cool free games playable on your browser made for game jams on itch.io

I got "a short hike" and "tunic" from there, among other games

Shattered Pixel Dungeon - roguelike

Luanti (previously known as Minetest) - voxel builder

lichess - chess

Toby Tobu girl!!

https://tangramgames.itch.io/tobu-tobu-girl-deluxe

Also pico 8 games.

And https://www.wesnoth.org/

Old school RuneScape

https://store.steampowered.com/app/1343370/Old_School_RuneScape/
- True, but you have to play via standard client as far as I know, which sucks in my opinion. RuneLite is much, much better.

Guild Wars 2

It normally is not a steam game. You can buy it through steam if you want, but you can buy it straight through the maker of the game. just search for Guild wars two on Google. That will show you the actual homepage for the game.

I haven't played it in a long time, but I always enjoyed Super Tux Kart. It reminded me more of the Moorhuhn / Crazy Chicken Kart games than Mario Kart. In general, before Steam Proton made Gaming on Linux almost free of any hassle, I spent more time with free and open source games like Nethack or Battle for Wesnoth that are available in many Linux package managers.

With everything going on behind the scenes with development and add-ons, 100% can vouch for SuperTuxKart. On my desktop I have way too many add-ons for extra tracks and karts that it's not even funny.
I wish STK was on Steam :(

Wargus

DevilutionX

Doom2

ScummVM

OpenMW

Daggerfall Unity

UnCiv

tries to think of games that I've enjoyed

Up until Rule the Waves 3, Naval Warfare Simulations didn't want to release in someone else's online stores. For RtW3, they did, however, release on Steam and on Matrix Games (a publisher and online store that specializes in wargames). I wouldn't recommend buying earlier games in the series in 2025, as RtW3 is really a superset of them, but it's still the case that the earlier games in the series would meet your criteria.
Starsector
Many major platforms run into issues with adult video games and people or jurisdictions that take issue with them. While Steam's been a little more permissive in the past several years (though some Steam releases have also seen some degree of censorship), I'd say that adult video games probably are a major category that'd be off the major online stores. What's "best" here depends a great deal on the individual player, but I'll just mention it up front.
Some open-source games that aren't interested in making money. A few have done Steam releases to let players throw some money to the devs, but there are a bunch that haven't. Roguelikes --- one of the few genres of game where the open-source world is really competitive with the closed-source world --- are prominent here. I'm not going to try to recommend a specific one; probably the ones that I've played the most of that aren't on Steam are Dungeon Crawl: Stone Soup and the older Tales of Maj'Eyal 2 (ToME 3 is commercial and on Steam), and even older Zangband. Browsing a Linux distro's package repository or reading a list of best open-source games will turn up a bunch.
I haven't played them, but if you're a fan of a series, some unlicensed fan games which would probably run into trademark or copyright issues if put on a store. The Metroid series has seen a number of these, for example.
Some games for old systems that can be emulated but have never seen a Steam or otherwise re-release. Or have seen re-releases on platforms that are all dead; it looks like 1942, a popular shmup arcade game, has only been re-released on platforms that are now dead.
Some games that have been fan-translated but never seen an official translation. The sequel to Secret of Mana for the Super Nintendo, Seiken Densetsu 3, had a fan translation, but would never see an official English translation. It's not likely that Square Enix would go re-localize it in 2025 or try to figure out how to arrange to do a release of the fan translation.

DC:SS is probably the defining rogue game in this day in age.

The Operative: No One Lives Forever

Beyond All Reason. Outstanding RTS thats independant and free. Not F2P but actually free.

That reminds me a lot of Supreme Commander and Planetary Annihilation

isn't Dark and Darker delisted from steam per some bullshit settlement?

It was but it's back
https://store.steampowered.com/app/2016590/Dark_and_Darker/

The only one with current popularity I know of is Escape from Tarkov. And most others from the past are now on Steam or other big stores (Toribash, Minecraft, Dwarf Fortress).

Unless VNs are your thing. There's loads of awesome VNs on Itch.io. Though, I wouldn't say that itch.io is not a big name. It appears more in conversation about games than GOG does.

https://tetr.io/

Exceptional multiplayer Tetris.

Ironsworn and Starforged

Escape from Tarkov

And I don’t know why they are not on steam

Last information is that they are moving to Steam for their 1.0 launch.

There's MUDs like Carrion Fields and Lost Souls.

Just recently figured out Aux1 key is sprint, so VoxeLibre on Luanti has been much more playable for me to the point I can recommend it. Though Luanti in general is something I would suggest because they have some great games. I personally finished a short little puzzle like game called Eyeballs and it was pretty good.

Also, because I am very biased towards this game, Pokemon Uranium. Have to include it in my list of the best of the best. Same with Sonic Robo Blast 2 w/ the reveries mod.

Though if all of those don't catch your fancy, there's the still very WIP game open source SuperTux Advance is a lot of fun and in my opinion so much better than standard SuperTux. I absolutely approve it and list it as one of the best currently in its current incomplete state.

Beyond All Reason. It's an rts game I've been playing recently and is fairly good. Focus more in large scale spectacle of 8v8 multi-player than micro balance.

It is also free and open source