I haven't played them yet, but here are two games I've heard are very similar vibe-wise: 2064: Read Only Memories which even takes place in the same setting as Va11-Ha-11-a, and Open Sorcery, which seems tangentially similar and has intrigued me for some time now.
Those aside and talking about games I actually have played, the recent Shadowrun rpg are fantastic cyberpunk adventure's with Dragonfall and Hong Kong both being standouts while the original Returns is merely pretty neat (in my books anyway). If you were to pick up just one of the series I'd say go with Dragonfall, but I do really like the campaign for Hong Kong as well plus there's this neat fan-made campaign on the Steam Workshop for Hong Kong called the Caldecott Caper which I also found fantastic.
Otherwise... hmmm... for all the talk it gets, there really aren't many good Cyberpunk games out there unfortunately. Transistor? I mean I love that game but it's not very similar to Vallhalla. Uhh... Guess if you don't mind delving into older adventure games there's The Longest Journey and the Blade Runner game (Blade Runner Not available on steam or anywhere else for that matter), both of which are amazing but again only related vaguely to the topic. Not much comes to mind.
Maybe there are some of them talky Japanese games out there which fit the bill, but on a western front I don't got much.