Yes, there are even portable games that you can carry around on your flash drive to play! Check out these links:

• List of Portable Computer Games from the Wikipedia, a monster list!!
• Portable Puzzles.
• Super Mario War Cool!
• The InfoBox. a small list of 11 games but they are all found on Wikipedia and/or PortableFreeware.com
• Portablefreeware.com. Some good games (about 69 of them)
• French Application Pack with about 9 games, a few of which I didn’t find in the collections above. Includes a flight sim, casino, chess and billiards. Most games are in French but not all.
• If you like classic arcade games, check out my Downloads page for a hand picked list of portable arcade games.

If you know of any others, drop me a note!