DimensionM is a Halo-like game that teaches algebra.

Tabula Digita is an immersive video game world that engages students in the instruction and learning of mathematics. Pre-algebra and algebra objectives are covered through a series of missions.

The Providers is a futuristic spaceship blasts away asteroids while searching for fuel pods that are hidden throughout deep space

Labyrinth: Math questions are intermittently displayed throughout the game and the individual playing the game is required to successfully complete these math problems in order to progress further along in the game.

The Condor Adventure is a project from USC's ISI Dept.

Math Blaster Series from Knowledge Adventure. (games ranging from grade 1 to PreAlgebra)

MIT Education Arcade has small puzzle games you can play to learn algebra

By way of contrast:

Example of on-line high school math review