EricBerne (1964) Games People Play
In it Berne describes:
The theory is that we all switch between three main "ego-states": a parent, an adult, and a child. When PlayingToLose?, we are caught in a sort of superposition of ego-states: at the "social" level, we sound like a reasonable adult aiming at constructive goals, but at the "psychological" level we're really setting people up, typically so we can stay children or so we can treat them as children. Ultimately, Berne says that the function of "games" is to avoid intimacy.
One example from the book is the "game" of trying to escape from prison. If the prisoner really wanted to get out, he'd ask the prison authorities what he needs to do to get out (display good behavior, attend counseling, file certain legal petitions, whatever) and do it. This is obvious. Prisoners who try to escape know that they're on a hopeless quest, which can only lead to destruction or lengthening of their prison terms.
Many of the book's examples pertain to criminality, but a number of especially interesting games shed light on addictions and bad relationships.
Basically these "games" are performed only to avoid the inevitable, that we are all adults. What exactly is an adult any ways? Realizing ones death and trying everything possible to avoid that, using money, sex and whatever else to pass the unevidable?
See also: ImOkYoureOk, AintItAwful