You mean in general or the prime games that are only free to keep for as long as you are subscribed to prime?

If it’s the latter, they have a lot of games that, once redeemed you can keep even if you cancel. I’ve claimed lots of games that just give me a code to plug into gog or unlock them in the Epic Games Store library

All three titles will be added to your Epic Games Store library.

Looks like these ones will be able to keep if you cancelled prime

If it’s the former, then yea