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

There’s also another fantastic site, GameDataCrunch, that allows for powerful multifaceted filtering of just Unreal Engine games by genre or reviews, etc.

You can also browse every game on PCGamingWiki that has the tag Unreal Engine 4 here. And Unreal Engine 5 here

This newer SteamDB search might be one of the best ways to search Unreal Engine games now

You can filter by genre, year, sort by ratings, exclude games with anti-cheat, etc.

Instant Search · Algolia

Hogwarts Legacy

Grand Theft Auto III - The Definitive Edition on Steam

Grand Theft Auto: Vice City - The Definitive Edition on Steam

Grand Theft Auto: San Andreas - The Definitive Edition on Steam

Ghostrunner on Steam

Days Gone on Steam

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

Pre-purchase STAR WARS Jedi: Survivor™ on Steam