I miss you Alt + Tab!

If someone were to ask me what I missed most about windows. It would be alt+tab. That was the best thing ever. Now on mac alt+tab does not switch between windows of the same application, instead it switches between windows of different applications. This continues to drive me nuts. I've looked for 3rd party apps to help me with this but so far have found nothing reliable. If anyone has any information about this, please let me know.