In Saint Seiya, the goddess Athena and her rivals Poseidon and Hades would serve this way for their armies. Athena was unique in that she frequently gave her champions a power boost if they were close to losing, a risky gambit since every time she did so she had to conserve power to stop a global threat.
The Witches' Game in Umineko No Naku Koro Ni. Unique in that it's fairly small in scope, limiting itself to a small island with 18 people in it.
In Yu-Gi-Oh! Season 5 and the Millennium World arc of the manga, it's revealed that all the events happening in the Pharaoh's Memory World are taking place during a Cosmic Role-Playing Game between Yami Yugi and Yami Bakura.
Marvel Comics' Grandmaster does this regularly - it's his Hat. Sometimes he's the good guy and sometimes he's the bad guy.
Another Marvel Comics example... In the Alan Moore penned issues of Captain Britain, Merlin and Roma are literally playing chess with the main characters: they have a chess board with pieces that look like the characters, and the fate of Captain Britain's universe is at stake in the game. At one point a killer robot shoots CB with a laser beam or something, and Merlin tries to protect him in a rather literal way by putting his hands around the CB chess piece, which saves CB but gets Merlin's hands burned.
In Thor, Thor once saw all Asgard asleep, except for his father who was playing chess with a foe. He goes off to the foe's realm to cause trouble and disrupt the game. Sif stops him, and he learns that if he had succeeded, Odin would have forfeited the game — he has acted as the enemy's piece. Fortunately, the game ended in a draw.
The premise of My Little Pony: Friendship Is Magic fanfic "Chess Game of the Gods" is that Discord, when he was free for the short duration before encased in stone again, started a literal Chess Game of the Gods, with the players being Celestia, Luna, Discord, Athena, Terra (Goddess of Equs, the planet), Lady Luck, and others, and the chess pieces being humans, transformed into anything other than ponies, and sent to Equestria or its surroundings to do their part. This has led to several different writers making their own contributions, collaborating with others, and making their mark in the series' canon.
The idea of an immortal game is thrown around several times in The Immortal Game, even in the very beginning, where Celestia refers to her weakened self and the corrupted Twilight Sparkle as nothing more than pieces on the board. Titan, on the other hand, views it very differently, instead seeing it as a game he has already won.
Notably, the story was actually renamed The Immortal Game from Ponies Make War.
In Starcrossed, Q and his mysterious partner are playing a game with the Federation and Empire as pieces. Currently, there is a cliffhanger with another Q discovering a second board... and its pieces are the gods.
In the 1981 Clash of the Titans, Perseus is guided and protected by his father Zeus, while Calibos is aided by his mother Thetis. Both use clay figures to plot destinies.
In the 2010 Clash of the Titans, Perseus is guided and protected by his father Zeus (which is interesting since Perseus is in this movie opposing him), while Calibos is aided by Hades, who had a real easy time of convincing him considering the (not entirely undeserved) doozy Zeus pulled on him.
Jason And The Argonauts are watched, challenged and aided by the Gods in Olympus, who plot their movements on a game board.
In Star Wars, Jedi and Sith are guided by opposing parts of the same entity, The Force.
Though it's somewhat justified for two reasons: 1. The last time they fought directly they destroyed a significant chunk of the galaxy, and 2. The Ellimist was an avid gamer back when he was mortal.
In David Eddings' Belgariad, the heroes and villains are respectively guided by two opposing Purposes of the Universe. The heroes have an advantage in that they receive instructions directly, whereas the Big Bad Torak does not grant his minions this privilege.
Fafhrd And The Gray Mouser have their lives often controlled by their sorcerous advisors, Ningauble of the Seven Eyes and Sheelba of the Eyeless Face. Interestingly, Ningauble and Shellba have more of a friendly rivalry then being enemies of each other.
The early novels in the Night Watch series were all about this: as their Power Levels approach godhood, Others lose the ability to influence events directly without causing a reality warp. When that happens, they start relying on convoluted plans involving multiple Unwitting Pawns to continue the eternal struggle between Light and Darkness. The protagonists of the books usually find themselves either in the middle of this clash or in the shoes of said unwitting pawns. And then, there is the Inquisition that constantly plays the Night and Day Watches for utter fools.
Often happens in Xanth with the Demons. In fact, it gets to the point where there's fairly even chance that any reveal will be a Demon wager on the actions of mortals.
In the Book of Swords fantasy series by Fred Saberhagen, the gods produced a number of incredibly powerful artifact swords with fantastic magical powers, with the intent of giving them to a number of humans as part of some kind of cosmic chess game between the gods.
Unfortunately, the swords were so powerful that they allowed the people holding them to become players in their own right. By the end of the third book (of eleven), the gods had lost.
In the Branion series, the gods are seen in vision playing "strategy" for influence. Sometimes, however, they come to earth and take over the bodies of their heroes, literally fighting it out on the battlefield. This is painful and deadly for the pawns.
While it's fairly common practice in the Perry Rhodan universe for entities that have Ascended to a Higher Plane of Existence to recruit and use anywhere from chosen individuals to entire species as pawns and auxiliaries, the probably most famous example is the literal "cosmic chess game" between It (ES in the German original) and its Enemy WithoutAnti-It for final absolute control over their shared-but-contested-for-millennia territory that includes but isn't limited to both the Milky Way and Andromeda galaxies (issues #600-649). Naturally, the series protagonist ends up being one of the main pawns.
Babylon 5, the young races to the Shadows and the Vorlons.
Doctor Who: In The Armageddon Factor (the finale of the Key To Time Story Arc) the Doctor - who was sent on a Plot Coupon mission to get the parts of the Key To Time by the White Guardian - is opposed by the Shadow, who was sent by the Black Guardian to get the pieces of the Key.
For a while, Power Rangers had this when Rita gained the Green Ranger to oppose Zordon and the rangers. Of course, he eventually switched sides.
In Tru Calling, Jack was working for The Grim Reaper (or simply Fate), while the titular Tru had been chosen by an unknown power to save lives by way of Groundhog Day Loop. Interestingly, a suicide caused the two spirits to swap champions for an episode. This event raised further questions on the spirits' actual goals and philosophies.
Clarification on the Tru Calling example, assuming it refers to the episode I think it does: They didn't actually swap champions. The suicide victim did ask Jack to help her instead of Tru, but it wasn't because she wanted him to undo her death, it was because she wanted his help making her suicide look like an accident. During the redo day, meeting Jack caused her to change her mind, but he preserved the order of things anyway by allowing her to die. In other words, he was still working for The Grim Reaper.
The stated reasoning behind the games of the Illuminati in the card game of the same name.
Nobilis: The Player Characters can and probably will do this.
This is what Scion could be perceived as being about. At least one illustration uses the concept - the opening image of the Pantheon chapter in Hero, with the signature characters as the pieces and their divine parents watching the board.
In BlazBlue all the heroes seem to be controlled by Rachel or Jubei ( since they're all some combination of Jubei's students, Rachel's "servants" or Kokonoe's subordinates. Or are friends thereof.) in some roundabout way while all the villains appear to be manipulated by Hazama ( Mostly because they're being extorted, brainwashed, More Than Mind Controlled or Mind Raped). The few exceptions being Arakune (completely insane and almost driven entirely by instinct) and Carl Clover (who has his own business with his father) and Bang Shishigami (who's in to promote JUSTICE).
In Crash Bandicoot, Crash and his friends are guided by the ancient witch-doctor mask Aku Aku, while Dr. Cortex and his gang are controlled by Aku Aku's Evil Twin Uka Uka.
In Dead Space, Isaac is guided by The Red Marker in the form of hallucinations of his dead girlfriend. Meanwhile Mad Scientist Dr. Mercer seems to be getting (un)holy visions from the Hive Mind, not to mention the legion of Necromorphs it's sending to kill Isaac.
Dissidia has Chaos and Cosmos doing this quite explicitly.
Actually Chaos is perfectly fine with his warriors doing what they want and doesn't force them to fight against their will. The only one that actually fights for Chaos because he's loyal to him is Garland. The rest of his warriors fight for their own agendas.
Kun Lan and Harman Smith, from Killer7, would be another example.
In the Soul Calibur series, Soul Edge and Soul Calibur, two sentient swords, use their powers to manipulate others to fight for them.
The ending cinematic of Hexen implies that by killing the final boss you have just made a move on one of these chessboards.
In Persona 2, humanity is guided by two mysterious all-powerful entities known as Philemon and Nyarlathotep, and they have a bit of a competition to see whose path humanity will eventually choose. Interestingly, both of them are also aspects of humanity's collective subconscious.
Housepets!: Recently turned out to have a game of "Universes & Unrealities" between a Dragon and a Gryphon (with a Kitsune GMing).
Homestuck with the forces of Derse and Prospit battling on Skaia (a planet with chessboard soil).
The Meek: the two spirits in this case are brothers. And one is a giant white cave salamander and the other a vast, malformed tiger with glowing eyes.
The gods of TwoKinds seem to be doing this with the humans and keidrans.
At the ending of The 10 Doctors, 10 finds out that all that mess was caused by the Guardians of Time, who were playing chess with a board and pieces representing the characters. Obviously, he is not amused.