I haven't tried with too many games since the usecase only comes up rarely, but I know that Downwell and UFO 50 work this way off the top of my head. They come with a Steam dll that will try to launch Steam for the sake of getting achievements and such, but if you delete them or just don't have Steam they launch all the same.

Google turns up this Steam curator that lists games that run without Steam and are DRM-free out of the box, though it seems far from comprehensive: https://store.steampowered.com/curator/38523697-DRM-FREE-GAM...

The PC Gaming Wiki has a couple of better lists it looks like: https://www.pcgamingwiki.com/wiki/The_big_list_of_DRM-free_g... and https://www.pcgamingwiki.com/wiki/List_of_DRM-free_games_on_...