Not sure I see any threads for games on this board, so I'll start off with QB(Kyubey) Hunting Online (QB狩りオンライン).
Feel free to post about this, Grief Syndrome, the PSP/Vita games, MUGEN, or whatever else would be Madoka Magica gaming-related below.http://wonderfl.net/c/qHZv/fullscreen
An online co-op defense game based in flash with several characters from the main series, Rebellion, and even a few from the spin off novels.
It can be tricky to find a good team online if you live in the states like me (due to time differences between here and Nippon) but it's a great co-op Madoka experience to get into when people are on. The screenshot here is not definitive of a larger session which can get pretty chaotic and heated.
A link to QB Hunter's game wiki (offering some translated materials as well) can be found here: https://wiki.puella-magi.net/QB_Online_Hunting
Do note that the link to the game on that page is out of date and will not load the game as the services for that particular build have been shut down for a while. The one I linked to may be an unofficial continuation, so take that for what you will.