In MÄR, the evil Chess Pieces have created a War Game where the last remaining strong good guys can fight against them in a final struggle for the fate of the world. When attacking the land of wizards, Kaldea, the Big Bad Phantom comes across The Protagonist Ginta, and fights him off without any effort. As said fight was not during the war games, Phantom let him live, saying that "today's fight was just for fun." Ginta promptly goes berserk, exclaiming that it is NOT a game.
In Digimon Adventure, Tai gets reckless after he learns he's in Cyberspace, thinking that the Digital World's only virtual and there's no real danger. He's eventually set straight that it's as real as Earth, with no extra lives or continues, and has a Heroic BSOD over how his recklessness could've killed him.
Also shows up in Digimon Tamers. After learning that Digimon are real, Kazu and Kenta think that being a Tamer and fighting evil Digimon is the coolest thing ever. When they want to accompany Takato to one of these fights, Takato nixes it, invoking this trope.
Henry got a taste of this trope before the series started. Prior to the series, he absolutely loved playing the Digimon computer game. Then one day after receiving a new edition of it from his father, he picked Terriermon as his starter. After some play, Henry slowly realizes that it's real. After gaining Terriermon as his partner, Henry swears off fighting and becomes an Actual Pacifist.
Takuya from Digimon Frontier, who realises this after his reckless plan to defeat Duskmon fails. He's also told this by Kouji, who scolds him for the aforementioned plan before they carry it out.
Yuu from Digimon Xros Wars is tricked by Dark Knightmon into thinking that the Digital World is just a game (similarly to Ken, minus one Dark Seed).
Pokémon. In the episode spent in the Orange Islands, Team Rocket tells the twerps that "this isn't a video game?"
Summer Wars is about an A.I. hacking into an online virtual world that the real world uses for nearly everything. When the protagonists try to stop it, their families gradually realize the activities they have been playing on their handheld devices isn't exactly a game...
In Naruto, Kakashi Hatake berates Sasuke, Sakura, and Naruto for not taking their training seriously enough. He even says, "You think this is all a game"; he makes a point by holding Sasuke hostage and giving Sakura the option to either kill Naruto or he [Sasuke] dies. After explaining how dangerous the shinobi world can really be, and how many lives are lost from mistakes or childishness, the trio finally get what it means to be "a team".
Comics — Books
A number of DC Comics fans relate "This isn't a game" immediately to Batman and his various Robins, given how often this phrase is uttered between them (or from one Robin to another). Specifically, Jason/Robin II is linked to the belief that it's a game; meanwhile, Steph/Robin IV yelled at Black Mask, before he beat her and started torturing her, that "this isn't a game!"
When Cerebus Syndrome sets in during the 4th volume of Bone, Gram'ma Ben tells the innocent Fone Bone, "Where do you think you are?! Back in Boneville!? It's high time you realized that this isn't a game, Bone!"
New 52: In Superboy #11, Superboy and Bunker are about to fight a supervillain who's attacking a bridge. Bunker gets all excited about getting to beat up another bad guy. Superboy tells him to calm down, that it isn't a game and if they screw up, people might get hurt.
In one of the King Kull stories printed in the back of Savage Sword of Conan series, Kull participates in a Duel to the Death with a mercenary leader. At one point, Kull gives his opponent a kick to the balls and the man falls to his knees complaining about Kull's low blow. The king responds, "Get up, you border wolf. This isn't a children's game."
In With Strings Attached, when George asks what happens if they can't get a piece of the Vasyn during their quest, Jeft tells them that “this is not a game you can win on good intentions and points. You have victory conditions....” The other Fans think he's just using gamer terminology, but the irony is that that this really is a kind of game that Jeft set up and is actually quite true.
In Turnabout Storm, Phoenix Wright calls out Trixie on prosecuting the innocent Rainbow Dash as revenge against Twilight Sparkle, saying that this isn't a game, and she shouldn't use an innocent life to get back at Twilight.
Mrs. Incredible: Remember the bad guys on those shows you used to watch on Saturday mornings? Well, these guys are not like those guys. They won't exercise restraint because you're children. They will kill you if they get the chance. Do not give them that chance.
Megamind. Titan has no use for banter or jibes. He is just a murderous, brutish thug.
A Bug's Life, when Hopper comes back and the ants have not collected all the food yet:
Hopper: You think this is a game? Well, guess what: you just lost.
Inverted in Finding Nemo: at one point, the only way that Marlin and Dorey make it out of a dangerous situation without completely dissolving into panic is by pretending that it *is* a game.
Right after Reed Richards explains that Johnny Storm's encounter with the Surfer earlier in the film has caused him to begin randomly swapping powers with other members of the team whenever he makes physical contact with them, Ben Grimm grabs Johnny's shoulder and knowingly causes their powers to switch. The fact that it's Johnny, who is usually the jokester on the team, who says this only further emphasizes how serious the situation really is.
Johnny: Oh, come on! We just said this is serious!
Said word-for-word later in the film to Johnny by Captain Raye.
Hard Candy: "Jeff, playtime is over. Now it's time to wake up."
In Only in Death, after the loss of Gaunt, Rawne informs his officers to tell the men that if they slip up, they will make Gaunt's sacrificein vain. When they are shocked:
Rawne: I'm not playing around because they're not playing around.
In His Last Command, when Gaunt orders Ludd to leave him, and Ludd objects that his orders were to stay with him at all times, Gaunt answers that that was fine when it was just a game, but it wasn't a game any more.
In CS Goto's Blood Ravens novel Dawn of War: Ascension, Gabriel threatens an eldar to try to get a translation from him, informing him that it was not a game.
In Percy Jackson and the Olympians, Percy rebukes Nico for not taking a game of capture-the-flag seriously, pointing out that they had real weapons that could really hurt: this is serious.
In Jim Butcher's Dresden Files novel Summer Knight, Ebneazer, trying to get Harry to meet with the senior members, tells him this is not a game; later, the Summer Lady asks whether he thinks it a joke or game.
Small Gods has the repeated line(s), "This is Not a Game, Here and Now You Are Alive."
In Making Money, Mr. Bent tells Moist that banking is not a game, but Moist replies, "It is, and it's an old game called What Can We Get Away With."
Walter Jon Williams's appropriately titled This Is Not a Game, about an Alternate Reality Game producer using her forums and players to get her out of a burning Jakarta, has the forum admins constantly reminding the players that this one is Not a Game.
In The Lion, the Witch, and the Wardrobe, when all four Pevensies swipe coats from the wardrobe to wear in snowy Narnia, one of the younger siblings suggests they could pretend they're Arctic explorers. An older sib points out that their circumstances are already exciting and mysterious enough, there's no need to pretend anything. Not quite a Matter of Life and Death, but same trope.
Subverted in the Black Jewels trilogy, in that to the Sadist, it is a game. Near the end of the series, when Daemon's not quite as cold-hearted to everything, the phrase he (and other characters) use to tell themselves they've got to keep going is, "Play the game," or keep the deception against the Big Bads going. Similarly, when witnessing an Arcerian execution, one character says, "He [the huge intelligent tiger] is playing with him [the man to be executed]." Another character replies, in a grim, low voice, "He's playing, but it isn't a game. This is an Arcerian execution." The tiger then proceeds to precisely, brutally, mercilessly murder the man by batting him around as he would a toy. Considering said tiger weighs in at around 800 pounds, the man lasts about a minute before being gutted and left to die as everyone else watchs. In case you're feeling even the slightest bit sorry for the guy, the reason for the execution was several (like, twenty plus) counts of rape, including gang raping the village's Priestess, murdering a whole village, and betraying his race, cause, and Jewel. Don't read that unless you have a strong stomach or you don't visualize things as you read them.
In Terry Pratchett's Only You Can Save Mankind, the Captain criticizes humanity for thinking all of life as a game. Later, during a class discussion of the war (Iraq, then ongoing), Johnny hears someone asking whether they think the pilots treat it like a game, when they could be killed at any time, and saying that people turn everything into games and it's not games. Then he realizes it was him.
In Adrian Tchaikovsky's Dragonfly Falling, Drephos annoys a Wasp officer by speaking of the next move in the game (the war); when asked if it was a game to him, Drephos retorts that it is the officer, too, and they knew the stakes.
In Dale Brown's Sky Masters, Patrick calls Dr. Masters out on his flippant, overly casual attitude with regards to the oncoming battle.
In John C. Wright's The Hermetic Millennia, Menelaus watches an interaction not turn out as he expects. He is disappointed, and catches himself, reminding himself this was not a game.
In Hannu Rajaniemi's The Quantum Thief, Pixel discusses Isidore's detective work as if it were a game, and Isidore objects that it's not. This becomes an uncrossable cultural boundary, as Pixil is a Zoku, who perceive their entire existence as a series of games and distractions and react with horror and disgust to people controlled by ideologies.
The Exile's Violin: Jacquie tells Clay repeatedly that detective work is dangerous but it doesn't sink in until they are captured and tortured under suspicion of spying.
In Poul Anderson's "Lodestar", Nicholas van Rijn deduces where they are getting the transuranics to sell and asks for a cut. Coya and David Falkayn argue that it's just a game for him, he doesn't need the money, but it's not a game for those doing it. He gives it up — and Coya realizes that he's old.
In Julie Kagawa's The Iron Daughter, when Meghan realizes that the Iron Fey are still killing the wyldwood, Puck argues that this is not a game to try to get her to go home.
Whose Body?, at one point, Lord Peter Wimsey talks with Parker about his misgivings, and Parker points out that, though he started this as a distraction, it's not a game, and he can't act like a sportsman in it.
In Clouds of Witness, Peter goes to see his brother in jail. Gerald tells him he wishes he'd stop playing at detective, and Peter tells him that it's not a game.
In Poul Anderson's The Un-Man, Naysmith, in the headlong flight from government agents, is a great pains to invert this trope for the two-year-old boy he's rescued, convincing him it's just an exciting game, because the trauma from terror would be too great at that age.
Chuck. Casey to Chuck, after the latter (a Geek Squad employee) claims he can defuse a bomb:
Derek: Best of the best. Counting kills, like it's a game. Like it's just a game. I remember one particularly fun day: A guy in my squad got his stomach blasted open in a fire fight. He spent six hours, holding his own guts in. His buddy carried him on his back to the nearest aid station, just praying that someone could put the dumb son of a bitch together again. The game, Pyle... the game is played with your buddy's life — with the life of your squad, your platoon. The game is played by you, on behalf of the whole damned human race!"
Spider-Man: This isn't a game, Mysterio! The symbiotes will destroy everything in their path unless I can stop them!
On one Side Quest in Mass Effect 1, Shepard has to convince a woman to stop working as an informant because her sister is worried about her. At one point, Shepard says "This isn't a game, Jenna. These people are dangerous!".
Quistis says this in Final Fantasy VIII when Rinoa comes up with yet another hare-brained scheme right before an important mission. Rinoa's response, to herself, is "Who said this was a game...? I understand what's going on... It's not like I don't have a plan..." And later, when you control her— "I'm not a SeeD, but... I can do this... This isn't some kind of game..." Squall essentially paraphrases it even earlier in the game after having directly dealt with the consequences of her hare-brained schemes over and over, leading him to finally snap.
Lightning: Keep running—it's die or turn Cie'th. There's no place for l'Cie to hide. No…they want a fight? Let's take it to the Sanctum's door! Sazh: This isn't a game! Lightning: No. That's for damn sure. It started with Serah. The fal'Cie took her. Now I'm a l'Cie. And the Sanctum's hunting me, an enemy of the state. But who's pulling their strings? A fal'Cie. Eden. Cocoon's sustainer and guiding light. It probably ordered the Purge, too. Pulse and Sanctum fal'Cie? They're all the same. And we're all the same to them: expendable. I'm not dying a fal'Cie slave.
In Persona 4, teen detective Naoto Shirogane drops by the main characters to inform them that the murders they have been investigating have apparently been solved, and that their 'game' is about to end. Of course, by this point many of them have either lost friends or nearly been killed themselves over the course of the investigation, and they angrily point out that if anyone thinks of it as a 'game' it would be Naoto, not them.
The very first line spoken in Wheelman is "You think this is a game? Move!"
Kraden: What!? Are you INSANE!? Or maybe you think you're funny? Because you're not! Maybe this whole quest is just a game to you, but it's not to me! Are you bored!? Do you want to go home!? FINE! That's it! Then let's go home!
In World of Warcraft, Varian says this in response to Jaina, with the player's help, exiling all the Sunreavers from Dalaran and bringing the Kirin Tor into the Alliance.
Varian: I can't fault you for following orders. In fact, I can't really fault Jaina for acting on her own behalf, for once. But still... we aren't playing a game here. We are dealing with war, with people's lives, with the future of the Alliance itself.
In Super Dangan Ronpa 2, near the beginning of the third trial, Nagito suggests that Hajime is suspicious based on the possibility that he carried out the murders based on the "Wizard of Monomi" movie, even though both of them know that Hajime didn't see the movie until after the killings took place. Nagito says it was all a "warm-up."
Hajime: Wh-What warm up? This isn't a game, you know!
Nagito: D-don't get mad! I just think warming up is really important, especially since this isn't a game.
Later on in the third trial, when Nagito suggests that he knows something about the killer, Fuyuhiko angrily reminds him that he shouldn't withhold important information, because this isn't a game. Monokuma, who's presiding over the students and encouraging them to kill each other, chimes in to insist that it is a game.
In Worm, Director Tagg of the PRT has this to say to the leader of the three supervillains that just took his base apart and humiliated his superheroes, in response to her explanation that it was a necessary retaliation for his attack on her secret identity, part of the "game."
Director Tagg: Game? Little girl, this is a war. Skitter: If this is a war, then my side's winning.
"This ain't no game no more baby... this is REAL!"
Invader Zim. In the episode "Nanozim" Dib and Zim face off in a nanobot battle within Dib's body. Gaz walks by and sees Dib controlling his nanobot, and asks what game he's playing. Dib screams "This is no game, this is my life!". Gaz tells him to use the "quarter-circle-back" cheat to transform, which works, half subverting the trope.