Yes, especially when playing a fantasy RPG...you know Gandalf and he Hobbits and all :P
When playing online shooters I'll smoke, but typically then I'll go for something that doesn't need a lot of attention like Autumn Evening or Carter Hall/PA/Lane Ready Rubbed and usually in a cob.
Even at 69 years of age I occasionally play a few games on the Xbox much to my daughters chagrin, and my granddaughter finds it 'weird' and laughs while watching me do so. I still smoke cigarettes and would light them up constantly while playing a game but would more often than not forget that I had one lit up due to the intensity and concentration needed while playing a game. I now have the TV and the game console in my African Grey parrots room (Brandy) so smoking of any kind is absolutely forbidden. Even before I moved things around I never attempted smoking a pipe while doing so as they need too much attention and I only smoke a bowl while relaxing which isn't very conducive while playing a video game.
I used to be a gamer once but as Hextor mentioned after becoming a husband and a father I left that stage of my life behind. For me, pipe smoking is a me time so I mostly prefer reading newspapers, interesting articles, surfing on the internet and keeping my head quiet while smoking a pipe. While gaming I just smoke cigarettes, I just play PS from time to time when I visit the PS cafe that my brother owns. Because I don't like leaving cigarette on my lips for a long time, I leave it on the ashtray and after few minutes I realize that I have a perfect white cigarette ash left behind