Since the major consoles and all PC's are almost sure to be connected to the Web these days, I've always been surprised that there have not been more developers taking advantage of the connected nature. EA, the largest maker of video games, finally has started to play in the space, introducing the ability to have the real-world weather affect the conditions in a game you are playing.
While limited to NCAA Football right now, "EA is encouraged by the weather feature's popularity and will add it to Madden and the entire sports portfolio soon." More interesting are some of the other areas EA has been playing in this regard that I was unaware of, including the ESPN sports ticker running live along the bottom of the screen, displaying real-world realtime information, and...gasp...automatic roster updates!!!
But take this further: Grand Theft Auto could advertise upcoming movies on billboards, and have them change as the release dates change. Need For Speed could introduce new car models, as the makers roll out their model years. Brothers In Arms could have interstitials from The History Channel. I know, the market for video games and ads has been elusive, but the type of marriage we are seeing here definitely adds eyeballs, and eyeballs = $.