Looks like games are coming for the Zune after all! Microsoft just announced XNA Studio developers will be able to use the Zune as a multiplayer wireless mobile gaming platform. Details are sparse at this point, but it looks like it's going to be second gen Zunes only, since it was specifically mentioned that it'd take advantage of the touchpad controls. We'll let you know more as we get it.
Update: Microsoft hasn't made any final decisions as to whether the specific hardware will be necessary, and has hinted that it would be up to the game developers to decide whether to make use of the Zunepad in second-gen models, or make controls work with first-gen Zunes as well. More on that here.
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Microsoft announces games for Zune via XNA Studio