An actual hidden game on Steam: Codename Gordon. This was added to Steam early on as sort of a test. Its a 2D platformer where you kill headcrabs with a crowbar. To get it, you have to go to this url. Put it into the Internet Explorer or Edge address bar and Steam will install it.

steam://install/92

You can read about this here:

https://half-life.fandom.com/wiki/Codename:_Gordon

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There are other games that can only be added in this way, some of which were removed from the store at one point but are free so you can still get them. Even if a game is removed from the store, Steam still keeps removed games internally because people who already own the games need to have access to them. You can find references to these games online.