To the best of my knowledge you can't load code from an SD card. The best you could probably do is to load some data from the SD card, including a data item that determines which sections of the code on the Arduino are run. However, this will not remove the need for all of the required games to be already present on the Arduino
If it is possible to load code from an SD card I will be interested to see how it is done. Meanwhile, are you sure that your existing games are making the best use of the memory that you have by using variables of the best type, PROGMEM and the F() macro ?