Each level in The Game is called "[Subject] :the game: AKA [witty comment on subject]". The third game, Reimagine :the game:, drops the witty comment part.
The chapters in each of the Gyakuten Saiban games all feature the word "gyakuten" (which means "reversal" or "turnabout") in it. This carries over to the series' English adaptation, Ace Attorney, where each chapter has "turnabout" in the name (except for "Rise From the Ashes", the "bonus" fifth chapter in the DS version of the first game, and that only in the English translation).
The name of the Ogre Battle series, along with the subtitles of the first two games (Ogre Battle: March of the Black Queen and Tactics Ogre: Let Us Cling Together), are titles from Queen songs. Yasumi Matsuno, the director for the first two games of the series, originated this due to him being a major Queen fan. He also inserted Queen references of varying prominence into all of his other games. Most notably, Final Fantasy Tactics has a chapter titled "Somebody to Love".
The five Snake Tales in Substance are named alphabetically: A Wrongdoing, Big Shell Evil Confidential Legacy, Dead Man Whispers, and External Gazer
The Snake vs. Monkey missions in MGS3 are parodies of popular film titles: Escape from the Jungle, Dragnet of the Apes, Dawn of the Apes, Ape Fear, and Gone with the Apes. The PAL version (as well as the Subsistence edition in all regions) added two extra missions titled "Return of the Living Apes" and "The Apes of Wrath".
All five acts of Metal Gear Solid 4 end with the word "Sun", appropriately with a massive sun dominating the background whenever the title is shown at the beginning of each act. Although not exactly acts, the ending and post-credits "Debriefing" are similarly called "Naked Sin" and "Naked Son", respectively.
All the downloadable expansion packs for Metal Gear Online are named after the story themes for each of the previous MGS games - Gene, Meme and Scene.
Every scene in Dynamite Headdy has a name parodying that of some famous film, e.g. "Mad Mechs", "Stair Wars", "Fly Hard", "Fatal Contraption"...
The Half-Life franchise has consistently used tongue-in-cheek episode names, such as Surface Tension (heavy fighting in an outdoors environment), Insecurity (in the Expansion PackBlue Shift, where you play as a security guard) or Route Kanal (escaping City 17 via its sewer system).
Averted in the Wii title Castlevania: Judgment, the Game Boy game Castlevania Legends (although it was originally titled Dark Night Prelude in Japan), and the PSP remake of Rondo, called The Dracula X Chronicles. The canceled Dreamcast title Resurrection (starring Legends' Sonia) would have also been an aversion, but... well.
All three of the Halo games have these strewn about every level in campaign, including such favorites as "The Gun Pointed At The Head of the Universe", "Breaking Stuff To Look Tough", and "I Would Have Been Your Daddy."
While these are mostly idiosyncratic, the "I Would Have Been Your Daddy" level is named after something the character of Sergeant Johnson can say during the level, as a taunt to the enemies. The full line goes "I would have been your daddy...but the dog beat me over the fence!"
I defy anyone to start the section titled "It's Quiet..." without saying aloud "...too quiet..."
Every Diner Dash spinoff (except for Avenue Flo ad the two Shop Hop games is called ...Dash, eg. Wedding Dash, Doggie Dash, Soap Opera Dash.
Marathon, Halo's spiritual predecessor, had its fair share of these. All the levels in Marathon 1 involving the Pfhor (The aliens of the game) were titled with such pun-ishing phrases as "phfor your eyes only", "ain't got time phfor this", and "two times two equals...". Later chapters in the series had names such as "Begging for Mercy makes me Angry!", "If I had a Rocket Launcher, I'd make someone Pay", and "You Think You're Big Time? You're Gonna Die Big Time!". Not to mention the occasional latin three-word title thrown in, occasionally with some form of grammatical or lexical error.
The level names of The Ultimate Doom's fourth episode and the episode name are phrases taken from the Bible: Thy Flesh Consumed, Hell Beneath, Perfect Hatred, Sever the Wicked, Unruly Evil, Against Thee Wickedly, They Will Repent, ...And Hell Followed, and Unto the Cruel.
Bubble Bobble series: Bubble _________ and/or "The Story of Bubble Bobble (confusing installment number)".
Just about every Sonic game restricts its level names to having two words max, sometimes followed by the word "Zone." The ones from Sonic CD are also alliterative.
Sonic 3's multiplayer levels are named Azure Lake Zone, Balloon Park Zone, Chrome Gadget Zone, Desert Palace Zone, and Endless Mine Zone.
All of the locations in Mario & Luigi: Superstar Saga are named after onomatopoeias for laughter. The exception is Joke's End, which still fits the humor theme.
Similarly, all of the major areas save the final one in Mario & Luigi: Dream Team are themed around sleep or bedtime items: Pi'illo Castle/Grounds (Pillow), Mushrise Park, Dozing Sands, Wakeport, Mount Pajamaja, Driftwood Shore, and Somnom Woods (the Latin prefix for "sleep").
Dead Space. The first letters of each level spell something plot-relevant.
In Thunder Force II, each separate area equates to half a stage. So one overhead section and one side-scrolling section equals to one stage.
In The World Ends with You, each day is essentially its own chapter. And there's three weeks, totaling up to 21 days, with each week being a different arc.
Each new installment of Rappelz is called an "Epic", and they're numbered with Roman numerals.
Raiden Fighters Jet's simulation stages start at level 1, then go up to level 5, then in increments of 5 up to level 50, with the exception of a jump from level 20 to 30 (there's no level 25). Additionally, unless you're playing the full mode in the 360 port, you don't go up the stages sequentially; you may jump stages depending on your performance, and on one instance you can actually go backwards (level 40 to 35).
All of Eternal Sonata's chapter titles are named for or are references to Chopin's works except the last chapter, "Heaven's Mirror."
The chapters of Vampire Night all include the name of a musical form. The last chapter is "Moonlight Symphony" (not to be confused with "Moonlight Sonata").
The sectors of Iji each have an abstract noun as the title: "Hope", "Reality" etc.
More of a meta-example but Crytek's current library of published games all have the word "Cry" in them, likely as a self-nod.
The first, second, and fourth installments of the Command & Conquer: Tiberium series are Tiberian Dawn, Tiberian Sun, and Tiberian Twilight, respectively, leaving 3 (Tiberium Wars) as the Odd Name Out.
The vast majority of quests in Fallout: New Vegas are named after songs, typically pop or country tracks from the '50s and '60s (aside from a few odd ones out such "No Gods, No Masters"). All the quests in the Lonesome Road add-on are two words long, starting with "The."
The stages in Radiant Silvergun are numbered chronologically rather than in the order they are played. Thus, the order goes "3, 2, 4, 5, 6 and 1" (Stage 2 is a flashback and Stage 1 takes place in the past after the player enters a time warp).
Pokémon games have either a color or precious stone or metal theme in each generation. The Gen I games were originally Red And Green, which are complimentary/opposite colors (despite first appearing on the Game Boy, which could not display colors). However, it was changed to Blue for international release. Pokemon Yellow, the third game, means that the four games were named for each of the four primary colors: red, green, blue and yellow. The Red/Green pairing was returned for the remakes, Fire Red and Leaf Green. The later ones were all precious metals or stones... Pokemon Gold And Silver plus Crystal, (rereleased as Heart Gold and Soul Silver), Pokemon Ruby And Sapphire plus Emerald, and Pokemon Diamond And Pearl plus Platinum. Pokemon Black And White broke with that trend and went back to the color opposites. Black 2/White 2 breaks the 'third game' tradition and sticks with the same two colors as the previous installments.
Many of the games also represented the colors of the starter elements in gen 1 and in many games the Pokemon themselves. Blue/Green, Red and Yellow had green for grass and Bulbasaur, red for fire and Charmander, blue for water and Squirtle, plus yellow for Pikachu's color and for electricity/lightning. Gold for the golden Ho-oh and silver for the mostly silver Lugia. Ruby and Sapphire have the ruby red Groudon, the sapphire blue Kyogre and the emerald green Rayquaza. Black and White have the black Zekrom and white Reshiram. Diamond and Pearl are the exceptions. Palkia is kind of pearl-colored, but Dialga is bluish green rather than diamond colored. Giratina, the Platinum mascot, does have a grayish white lower body like the metal, but has other colors as well.
In Kirby's Adventure, each of the seven levels is alliterative, but also happens to traverse the "Roy G. Biv" mnemonic in reverse order, reinforced by the seventh level being Rainbow Resort. Also, the first six have food-related names (Vegetable Valley, Butter Building). Ignoring that there is also a Level 8, Fountain of Dreams, though it encompasses just the final boss battles.
In Kirby 64 The Crystal Shards, each level is a new planet for Kirby and his friends to explore, and so each has a two-word name that ends with "Star" (Pop Star, Rock Star, Neo Star).
In Kirby's Return to Dream Land, once again the seven levels are alliterative and with a food-related word in each name (Cookie Country, Onion Ocean). This time, the more subtle theme is that the letters beginning each level name allude to the final bosses. And once again, there's an eighth level containing the end bosses and that dispenses with these patterns.
Kirby's Dream Collection provides three more worlds with the same naming format for its powerup challenge runs. The first letters spell HAL.
Super Smash Bros. seemed to be heading this way with the English titles for the second and third titles being synonyms for "fight", being Melee and Brawl respectively. The pattern was broken with the fourth title.