Here are a list of games that you can play on your Zune, most work with both the Zune 80 and the Zune 30.

Zunerama and Zune Boards both have good topics on Zune games and lists for them.

Legend:
(Multi) Multiplayer through Wifi.
(M) Music playable in game off of your Zune.
(Side) Screen held sideways when played.

Games:

Alien Aggressors (Side)
Download: http://nick.gravelyn.com/Download.php?id=2 (Mirror)

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Breakout

Download: http://files.filefront.com/BreakoutZunePortzip/;10182316;/fileinfo.html

Collapse
Download: http://www.guyer.us/downloads/collapse.zip

Galactic Wars 3 (1.1) (M)
Download: http://focusedgames.com/Content.aspx?id=183

Juggle (Pong)

Download: http://go.microsoft.com/?linkid=8866342
Note: Doesn’t work with Zune 30

Marbles
Download: http://files.filefront.com/Marbleszip/;10183638;/fileinfo.html

Match ‘Em
Download: http://focusedgames.com/Content.aspx?id=178

Info: Match ‘Em is a game in which the player (that’s you!) swaps two pieces to line up similar symbols and colors.

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Pong
Download: http://files.filefront.com/Pong2zip/;10171457;/fileinfo.html

Zune Pong (M)
Download: http://www.dualidiocy.com/Pong.html

Info: (Our Post on Version 1.1) Simple pong game with some nice features.

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Zune Pong (Multi)
Download: http://amir.shah.org/index.php/zune-pong/

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Rock Rain SD (2.1)

Download: http://readyuplive.com/downloads/xna/RockRainSD_2_1.zip

Scrambled Albums (Final)
Download: http://nick.gravelyn.com/2008/05/14/scrambled-albums-zune-game-final-release/
Info: Use your album art as puzzles!

XNA Tetris
Download: http://cid-de47921b27cea…une%20Control%20P.zip

zBreak (M)
Download: http://www.zuneboards.com/forums/download-completed-games/24299-ctp-beta-zbreak.html
Info: breakout for the Zune.

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Applications:

Calculator
Download: http://www.zuneboards.com/staff/Nurta/Calculator.zip

Notes: Doesn’t work well.

Zune Clock (1.5)
Download: http://cid-a912b1c0a524f973.skydrive.live.com/self.aspx/Zune%20Clock/ZuneClock1.5.zip
Notes: Plays music, has date and time.

Zune Boards official Clock
Download: http://smwstuff.com/tiptup300/ZB/ZBClockZIP.zip

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Here is what people have to say about Zune and games in the Zune Games Forum: