Games like The Sly Collection

If you finished The Sly Collection, the closest matches are Borderlands 3, Tom Clancy's Ghost Recon: Wildlands, Sly Cooper and the Thievius Raccoonus, Sly 2: Band of Thieves and Sly 3: Honor Among Thieves. All 8 share its adventure genre and are ranked by how closely their themes and modes overlap.