I moved my iTunes library from a Windows PC to my Mac recently. While most things did not go smooth (through fault of my own), games were remarkably easy.
Just make sure you bring the "games" folder from your default iTunes directory (probably Music:iTunes:Games) to your new Mac. You'll probably want to bring your "iTunes Music Library.xml" and "iTunes Library" files over as well, since they hold all your meta data (i.e. play counts, and other custom settings specific to iTunes).
If you have an "Album Artwork" folder, it wouldn't hurt to bring that too. I just recently learned that's where artwork downloaded from iTunes goes (instead of attaching itself to the song).