The NYTimes has legitimated downloading games by publishing this article by Joe Hutsko that may be of interest.
Unlike the movie studios, the game makers have generally not tried to limit downloading services. The game service Steam, from Valve Software let gamers buy and download BioShock, one of the most eagerly awaited games last year, in advance of its arrival in stores, so that the game would be ready to play the moment the release date arrived. (Movie studios often limit when a film can be downloaded for viewing so it doesn’t cut into sales of the DVD or the on-demand revenue.) But unlike PC game makers, video console game makers still do not offer popular titles as downloads. Games like Halo 3 and Oblivion haven’t been available in that format yet.