Steven Johnson's article in Slate "Geeks Without Borders" profiles an actual live (commercial) mobile game. In the U.S., no less:

San Francisco's North Beach has a long history of eccentric street culture, but if you find yourself in the neighborhood this Saturday, you are likely to witness a new twist: small groups of people clustering together to read text off of cell-phone screens, then embarking on some kind of oddball group activity—retrieving a suitcase that's been hidden atop a tree, persuading strangers to try on insane outfits—and then huddling together again to peer at their cell phones. This strange behavior is part of something called the Go Game, the creation of a company called Wink Back, Inc. (The next public game is scheduled for Feb. 22.) The game's creators scatter clues and tools across the city, and then wirelessly transmit a series of challenges to the teams as they prowl the streets.

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It's urban Survivor with cell phones.

Steven mentions other immersive games, too, including It's Alive (although it seems their site is down right now), which was mentioned in the Rheingold's Smart Mobs (it's amazing that Mobs was published in 2002, and many of the great ideas profiled there have still not appeared stateside, or are just getting traction).

It seems to me that the creators of the Go Game, Wink Back, have a smart approach -- it's not just a game on a phone, but a game that is tied closely to mobility and actual location. The game isn't forced to live within the phone -- the phone is a vehicle for game play, say like the little 2x3 cards on a gameboard. The game itself is the city, and it interacting with others, including (it seems to me) hired ringers who facilitate the activity and fun in the real world. Hopefully I can find out more about this -- simple idea, but brilliant execution.