Wow, that's a good question. What compares to Catherine. That's a tough one. The best thing I can think of is other Atlus games. There's nothing that's out there just like Catherine, but there's some stuff in the style of having life simulation and then another game behind it.
I would suggest Persona 3 and Persona 4 for starters just to see if you fall into the love for other Atlus games.
I'm just drawing a blank today so I'll think about this a bit.