My previous widescreen display had a special button for this, but the new one doesn't. It always stretches everything to fullscreen.

There also doesn't seem to be an option to keep it from doing that in the GPU settings.

Is there any way to tell Windows not to stretch things? Or maybe some sort of third party software?

What GPU?

Almost all (Nvidia, AMD, Intel) have the option in settings.

Like ZFR said; install the driver for your graphics card or chip and look for the setting in its control panel.
Sometimes it's not possible at all - like with some older(?) laptops with integrated graphics.

Radeon HD 4850 with Catalyst 13.9

Not a lot of settings to work with as you can see :)

Maybe this helps:
https://www.damirscorner.com/blog/posts/img/AmdCatalystControlCenter.png

Use the search bar to search for "Properties" (there will probably be a parenthetical behind it with the type of display you have). when you select the appropriate one, you should see something similar to how the teceem's linked image looks, where you can select "Maintain aspect ratio".

Thanks, but sadly, this option isn't available. I guess it only shows up with DVI gadgets, my display only has a VGA cable :(

Maybe it's not possible in your case? I don't know, the last time I had a monitor with only a VGA connection, it was a CRT monitor.

Made a screenshot of the only "options" under VGA properties :D

Sorry. If the option's actually not there, then my limited pool of advice is almost exhausted, other than the following:
- I know DOSBox has a setting to keep the original aspect ratio, but if your monitor and/or GPU software don't cooperate, it will be unlikely to work when playing the game in full-screen mode
- For non-DOSBox games, it'll probably be down to a case-by-case basis, and you might have to resort to third-party fixes like source ports and widescreen patches to get around having to play "stretched".

(And I do feel your pain, BTW. I recently got the urge to play a city builder that wasn't Banished, so I reinstalled Caesar III, and I'll be damned if I can figure out how to get it to not display stretched without third-party fixes, even after double-checking that my GPU settings were still the way I wanted them. I'm fairly sure I had it working properly a few years ago.).

Yup, it's a pain in the ass. The Blackwell games (Legacy, Unbound, etc) even have an actual option in the game's own settings to play it with black sidebars without stretching it, but checking that box doesn't do anything at all, even though the games were made around the same time as my PC and monitor...

The last laptop I had which didn't support this on integrated graphics was over ten years ago, and even that supported "centred" graphics (i.e. 1:1 pixel mapping with a large black border).

Pre-post-edit: Ah, I see the OP is using a graphics card from 12 years ago... They might be out of luck then.

I've been playing AGS games for years and years and I've never known that "sidebars" option to work unfortunately.
Is buying a newer but still quite old graphics card out of the question? You'd probably be able to get something that's a massive improvement for not very much money. Just a thought: What outputs does your graphics card have on the back and what inputs does your monitor accept? I seem to remember "maintain aspect ratio" being disabled on many cards when connected via the old analogue VGA cable. Using a DVI or HDMI cable might be a possible fix. Ditto. I find it strange that the problem is caused by a new monitor, but the new monitor only has a VGA connector. 0.o
Actually, the aspect ratio option in DOSbox is for a different problem. However it's pretty easy to get DOSbox to add the appropriate sidebars by specifying your native resolution for fullscreen.

Yeah see if you have a DVI port, which is better than VGA anyway. I'd guess VGA is definitely the issue, AMD probably shows limited options for it.

I recently tried to replace the 4850 with a 5970, only to find out that it's so massive, it won't even fit inside my case :D

Seriously, it's almost the size of a keyboard and kind of looks like the Batmobile. Plus my current power supply probably couldn't have handled it anyway.

And the "new" monitor isn't technically a new one, of course, just another old one from the same era. I sure wish it had that magic "4:3" button the old-old one used to have! Unfortunately it only has a VGA input.

Thanks for the correction. Goes to show how often I play things in DOSBox, and how much time I spend messing around with configs when I do. :P