Have a look at these 7 great USB games. Run them from your stick and enjoy.
This article has a list of games you can run from a USB stick along with a few useful tips for USB sticks in general. The games run the gamut from card games to first person shooters. The games listed are AssaultCube, A Dark Room, Chromium B.S.U., Windows XP Classic Games, Pingus Portable, Free Civ, Super TuxKart, Monster RPG 2, plus a link to a tutorial to put Minecraft on your USB stick. (note: site contains several inline and animated GIF advertisements)