SheepShaver will play games off discs, but it's so buggy.
If you have a PowerPC Mac (like a G5), you can use Tiger 10.4 with the Classic Environment - many games work in it. If you have an even older PPC Mac, it will probably boot OS 9 natively. I keep a dual boot on my G5 so I can boot Tiger now and then. I also have a dedicated OS 9 machine, a G4 Sawtooth upgraded to a 1.8 GHz G4 chip.