You can check Unreal engine games on Steam here (note that some UE3 games might show up too)

Also note that many UE4 games are exclusive on the Epic Store

Hogwarts Legacy

Grand Theft Auto: The Trilogy - The Definitive Edition - Rockstar Games

Ghostrunner on Steam

Days Gone on Steam

Borderlands 3 on Steam

Tiny Tina's Wonderlands: Official Site

The Outer Worlds on Steam

Chorus on Steam

Save 75% on STAR WARS Jedi: Fallen Order™ on Steam

The Lord of The Rings - Return to Moria

Tchia on Steam

Grounded on Steam

Back 4 Blood on Steam

The Lord of the Rings™: Gollum™ on Steam

Save 67% on OUTRIDERS on Steam

Kena: Bridge of Spirits on Steam

Pre-purchase Sackboy™: A Big Adventure on Steam