You certainly can by using a Group Policy on your domain,
You could add the paths to the games to Computer Configuration > Windows Settings > Security Settings > Software Restriction Policies > Additional Rules
A good start would be by adding these:
%SystemRoot%\system32\freecell.exe
%SystemRoot%\system32\mshearts.exe
%SystemRoot%\system32\sol.exe
%SystemRoot%\system32\spider.exe
%SystemRoot%\system32\winmine.exe
C:\Program Files\MSN Gaming Zone
C:\Program Files\Windows NT\Pinball\PINBALL.EXE
Also if you take away Admin rights on your domain then people can't install any new games