Absolutely. Me & my dad do this. If we're watching a football game and someone we like does somthing dumb (like Tony Romo throwing an interception), although they never make it to the TV, I start throwing pillows & pom-poms. My dad will break something if he gets POed from a football game. So far, he's broken 2 lamps, a high-heel, 3 phones, my SSBB game, a microwave, and punched a innocent bang of hot dog rolls.
Video games are no different. He constantly breaks Xbox controller. As a matter of fact, he's getting POed at a game while I'm typing this. I do my fair share of getting mad at a game too. I throw my controllers across the room, & have even punched a computer screen (that hurt me A LOT more than the computer), but I try to control my anger as much as possible. If I get POed with a game, I walk away from it to play Tetris or something.