You can see the most recently wishlisted games on Steam, and Sekiro: Shadows Die Twice is at the top
Steam has been keeping track of recent wishlist activity by players, and more players want Sekiro: Shadows Die Twice than any other upcoming game.
As spotted by Simon Carless on Twitter, Steam actually has a record of games wishlisted on the platform. This is not an all-time, or total ranking of the number of times a game has been wishlisted, nor is it taking into account any game that's already been released.
A number of developers replying to the Twitter thread indicated that - based on their data - this appears to be tracking recent additions to user wishlists.
The page is triggered by performing a simple search, seen at the link. Unfortunately, it also doesn't tell us how many players actually wishlisted these games. In that sense, it's certainly not as useful as you might hope, but it at least gives us an idea about the anticipation levels of many upcoming games.
At the time of writing, Sekiro: Shadows Die Twice sits at the very top, followed by Resident Evil 2, Metro Exodus, Devil May Cry 5, and Total War: Three Kingdoms. It's certainly no surprise that any of these games are in the top five, but things get a bit more interesting the deeper you go.
For example, Square Enix's Left Alive ranks above games like The Division 2, and the upcoming pirate MMO Atlas. It's also interesting that niche PC titles such as Tropico 6 managed to carve out some space near the top amidst AAA/ multi-platform title domination.
Like it or not, Steam is the defacto PC store, so being in the top five/ten most wislisted games on the platform - even if not universally - certainly carries a lot of weight. Many of these wishes won't automatically turn into sales, of course, but it's worth looking at nonetheless.