-- Yakuza -- THERE I said it
In all seriousness, they're not one for one in likeness but they do share some stuff in common that it is hard not to see. Yakuza 3's earlier sections do have a bit of a Shenmue feel to them (time in Okinawa at the orphanage always gave me a bit of a low key Shenmue vibe)...again, they're not 1 for 1, but you can see some surface similarities between the two none the less. I know, I know, the Yakuza-Shenmue comparisons are tiring as all hell, but you'd be kidding yourself if you didn't see at least some surface similarities there.
-- Persona 4 -- I think for me it's the day to day schedule that kind of gave me some Shenmue vibes. Again, it's nothing like Shenmue, but Inaba has a bit of a low key vibe that I find as charming as I found Yokosuka to be. The day to day schedule was one of the things that sucked me right into P4. The social links system is another...I think I just like games where I can simply hang out and talk to other characters. Like I said, there are small things about it that give me some Shenmue vibes...but again, so drastically different in gameplay. But the characters, setting and world building all gave me Shenmue vibes to some degree. In the sense that it's very homely and low key much like Yokosuka was to me.
-- Jade Empire -- I wouldn't say its anything like Shenmue in presentation or gameplay terms, but it's uniqueness of location and focus on kung fu always gave me a bit of a Shenmue vibe. It is a very different game at its core (VERY different), but again, there were moments playing it that did give me weird Shenmue vibes and I think it boils down to location and atmosphere.
I mean this is the hard thing...there really is nothing like Shenmue....sure, I could rattle off games that have aspects of Shenmue about them or games that reminded me of why I love Shenmue, but on the whole? I have yet to find anything like it that has truly scratched the itch...it really is one of a kind. Even the games I just mentioned above are NOTHING like Shenmue outside of giving me certain vibes and reminders.