Sleeping Dogs is not that underrated I think. It just never got a sequel because the studio closed, unfortunately.
Canuck_Cat: Aragami - stealth action with feudal Japanese setting (similar to MGS / Tenchu?)
Oriental Empires - Civ clone with ancient Chinese setting
Dragon's Dogma: Dark Arisen - Japanese take on WRPGs besides Bloodborne, Dark Souls, etc.
+1 to these.
Aragami is "exactly" like a classic Tenchu PSP game:
Tenchu Shadow Assassins Even if it's almost a copy paste, together with it's DLC about Aragami origins, it has it's own story.
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I have
Oriental Empires in Steam, it's a great game. This one is indeed underrated, probably because of how combat works here. (Turn Based strategy+troop+terrain+morale+happyness of population calculation in encounters).
To be fair, though, the game doesn't explain much of how it works.
People compare it with Shogun Total War, but is nothing like it. The comparison with Civilization is much more acceptable and honest.
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Dragon's Dogma: Dark Arisen is also a great game with a cool original environment/story - underrated because CAPCOM. Hope this explains. The game came out 75% finished and they were trying to take a ride in Skyrim+Dark Souls hype.
Solid gameplay I'd say. Combat better than Skyrim, and deeper than Dark Souls series which became a Dodge Roll feast after Dark Souls 1. (Dodge at the right time = Win).
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I'd also like to recommend
Sundered: Eldritch Edition. An awesome Metroidvania with Roguelite and RPG/Skill Tree elements focused on exploration and combat. Combat here is better than in Hollow Knight, imo, as you have directional combos and you can use some "tricks" to get at places you wouldn't be able to. It's a shorter game, compared to Hollow Knight, though. (10~15 hours)
A girl named Eshe got out of her village (reasons unknown), and, by walking in a desert, she's pulled by a dark force inside an acient technology base by an entity called Eldritch which offers her his powers so that she can escape. To do that, you need to collect Shards of said ancient technology to help Eldritch - or, to destroy them.
There is a choice here: You can Resist Eldritch orders and so, start to be resisted by him too, or Embrace Eldritch powers and become stronger, but, lose your humanity in the process. I cannot go further as this would be spoiler. The story is simple, with multiple endings but it's well done imho.
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Cyber Hook is the one of, if not the best First Person Platformer for PC right now. Together with Mirror's Edge (which is not underrated, I think).
You wake up in a digital/tron-like world which you need to escape, but to escape you need to complete challenging platforming levels to help your friend to gather the data needed for said escape to work.
For this, you have a grapple hook (Have you ever imagined being Spider Man in a Digital/Tron-Like world?) which you use to gain speed and reach higher places.
The story is just an excuse, really, but the game is excitingly fast with multiple ways to complete the levels.
This game is heavily focused in Speed Running, so there's a worldwide leaderboard ingame that works without Galaxy.
You can compete with your own time, your country best time and world best time, per level.
(Warning: This game contains heavy lights of various colors, fastest movement I've seen in a first person game and blur - a lot of it - so beware if you have motion sickness or something like it. BLUR can be deactivated in the settings though, so this helps.)