Pedagogical games serve serious purposes -- deepening student engagement, promoting mastery of course content, and increasing motivation through constructive competition. In this paper, I define pedagogical games; present three sample games (chord-identification tournament, part-writing relay race, and theory bingo); discuss best practices; and consider student responses. Pedagogical games are creatively framed activities in which students participate with the hope of winning a prize while deepening their understanding of course material. Games may be competitive or non-competitive, vary in their length and their use of technology, and can be played by teams or individuals. Best practices include explaining rules clearly, reducing pressure by emphasizing team games, maintaining civility and respect among players, and giving non- academic prizes. Students describe pedagogical games as "fun" and mention them positively in their course evaluations. By actively engaging with course material and building community with their peers, all students who play pedagogical games can finish as winners.