Since most games give you multiple lives in order to reach the end goal.. this can be viewed in the same manner as we look at reincarnation.
I came across a well written story some time ago which I was able to dig up, relating our life to video games:
Hinduism and Video Games
The story is geared towards the basic principles of Reincarnation, Karma, and Spirit in a Hindu sense, but I think it applies well to everyone and not just Hindus.
Enjoy