What kind of games do you mean? There's a link for a number of games here at the top of the forum screens.
If you mean something like
chess, which I've only seen physicsforums.com integrate into their vBulletin subforums, it's something that I think would make an awesome addition to EF here. I'm not sure how much work it'd take to add on, though.
*throws sticky pad at Logician*