Coffee Crisis have the player assuming the roles of a coffee barista fending off an Alien Invasion, with the most recurring enemy type to be stereotypical greys. Other Starfish Alien varieties do show up later in the game, however.
The conspiracy in Deus Ex makes artificial life-forms called Grays (complete with round heads and gray skin) and is implied to let rumors about them circulate as a smokescreen for what they are really up to in the Area 51 facility. They behave like primitive primates, but one character speculates just where the DNA to create them came from, and that they could be essentially clones grown from genetic material from the Roswell UFO, without the intelligence. (It's also implied that they're at least partially engineered from bovine DNA in a twist on the Aliens Steal Cattle trope.) The sequel has them finally developing intelligence, but even they don't know who their progenitors are.
The Sophons from the Endless Space games have enormous heads, huge beady eyes and slim body frames growing to around the same height as human children, but the sequel also reveals they are reptilian in nature and have grey skin. Their species' hat is that of a Genius Ditz obsessed with mad science — they can harness the power of entire suns, but once blew up their own moon by accident.
Al from Gene Troopers is a classical Gray and the main alien supporting character. He's also among the Last of His Kind after a war destroyed his world.
Greyhill Incident is an indie survival game detailing the aftermath of an Alien Invasion somewhere in the 90s, where the aliens in question resembles the archetypal Greys.
Elgyem's name derives from the pronunciation of LGM, the acronym for... Little Green Men. Similarly, his evolution Beheeyem is named after the pronunciation of BEM, or "Bug-Eyed Monsters", another typical way to describe aliens in the past.
The main character of Destroy All Humans! is Crypto, a Grey who landed far before they entered popular culture. His being frequently referred to as one of the then-common Little Green Menconfuses and infuriates him. His species' actual name is the Furons, rather than the human-given title of Greys.
In Dark Colony the Taar are Greys, played straight with all the typical tropes associated with them: Genetic modification, experiments and torture of humans, etc.
Perfect Dark takes a turn from corporate espionage into sci-fi when you're tasked with infiltrating Area 51 to rescue one such alien from the government, and from then on, the plot concerns the struggle between these Maians, another alien race called the Skedar, and the humans aligned with each. The Maian you rescue is named Elvis, a Terraphile who eventually runs around in a vest decorated with the Stars and Stripes, shouting taunts like "Kiss mah alien butt!" while fighting alongside you.
In X-COM: UFO Defense, Greys known as Sectoids are a common enemy, fighting with both plasma weapons and their psychic powers. They're ruled by Ethereals, taller, elongated Grays with even greater mental abilities, who go around in large orange cloaks.
XCOM Apocalypse has Human-Sectoid hybrids, the result of alien genetic experiments that never went anywhere since the invasion in the first game failed. These Hybrids live as second-class citizens due to their obviously alien features but can be recruited into your forces; they're physically frail, but psionically powerful.
XCOM: Enemy Unknown redesigns the Sectoids so that they're more like the Dover Demon: mouthless, spindly, and scuttling about on all fours, Gollum-style. They have the ability to form a Psychic Link that buffs the receiver and increases their Critical Hit chance. Tougher variants known as Sectoid Commanders are an early-game boss but later become recurring foes, and unlike their standard counterparts, have offensive psychic powers like Mind Control.
In The Bureau: XCOM Declassified, the Enemy Unknown Sectoid design is used, but these enemies are Slave Mooks for the invading Zudjari, aliens that look like human-sized Greys save for their sideways mouths.
XCOM 2 brings back the idea of Sectoid hybrids in both the standard ADVENT infantry, which are clone troopers made from both human and alien DNA, and the new and improved Sectoids, which are man-sized now, have Scary Teeth, and new psychic powers like the ability to reanimate corpses.
XCOM: Chimera Squad sees many Sectoids working together with humans after the fall of the Elders, with some (such as squad member Verge) having gotten gene mods to look less intimidating (mainly by giving them lips). Like the other main races (humans, Vipers, Mutons and hybrids), all Sectoids wear normal clothing, though they tend to forgo shoes.
UFO After Blank has the Reticulans, greys focused on Organic Technology, who were responsible for killing the planet prior to the game.
Xenonauts has Caesans, who are taller than a typical Grey but otherwise fit the description quite well.
Machine Hunter depicts the greys as hostile alien invaders, which the player kills en-masse throughout the game.
Salarians from Mass Effect are based on Greys, while not being exact replicas. They have large, dark eyes, a bulbous head, and a wiry frame. Highly intelligent, but aren't renowned for biotic ability (in fact, so far, no biotic salarian has been seen). They reproduce externally (like fish) so take that as you wish for it to mean about their genitalia.
Due to their slender bodies, large bulbous eyes, and contact with younger races, they've been hinted to be the actual Greys of popular culture.
The main antagonists of a few entries in Psionic Games. These are tall, almost human-sized beings that wear a strange slim form of armor, have telepathic powers, and carry laser guns that drastically warp a target organism's body.
The Icescape series sets these as their most prominent appearance thus far.
The first game gets kicked off by one of their ships having crashed into your Arctic base, and a survivor screams "We do not come in peace" before you shoot it at point-blank range.
The second involves another species of aliens as flesh-eating insects that swarmed a mining station.
The third has you shoot groups of these aliens and even stop another ship from landing. But the military, instead of rescuing you, lock you up with one of the creatures who begs for your help.
Killer Escape 3 brings a surprise reappearance of the same aliens and goes into more detail about them, including the fact that they are the Mooks of the Observer, and explaining how Dr. Rycroft was given so many test subjects in the Being One series.
The aliens in The Sims 2 are like this only green. Full aliens aren't player characters (except Pollination Tech #9 Smith and Stella Terrano)note Although the player can easily create a full alien using some cheats or mods, but alien hybrids can be created if a Sim is abducted.
In The Sims 3, aliens were introduced in the SeasonsExpansion Pack. They look similar to the aliens in The Sims 2. Unlike the previous game, however, it is possible to befriend a full blooded alien and move it into your household.
The Sims 4' introduces aliens in the Get to Work, this time they have additional skintones besides green, like purple and blue, and the game allows players to create their own in Create a Sim.
The Grey's show up in non-canon joke endings in multiple Silent Hill games, ranging from abducting the player character in Silent Hill to destroying the titular town in Silent Hill 3.
In Earthbound Beginnings, Giygas/Giegue/Giyig was a Grey-like alien (with more than a passing resemblance to Mewtwo) who was raised by humans, but who felt betrayed by his adoptive parents and sought to conquer Earth. By the time of EarthBound (1994), Giygas had tapped into unimaginable power and become something... far less explicable.
Master of Orion: The Psilons in MoO 2 and 3 resemble the Greys, the latter especially.
The enemies in Alien Hallway have a variety of body shapes, but the head is always the classic upside-down raindrop with the big eyes.
One of the recruitable races in Startopia are the Greys. They specialize in medicine (thanks to past experience of abducting and disecting people) and some bio-information can have them mourn dead relatives lost at Roswell. In a pinch, they can also be used in a fight, but are generally pretty weak combatants (it's best to use the resident Proud Warrior Race Guys, the Kasvagorians).
The Aliens in Fallout 3: Mothership Zeta are more of Little Green Men, but the Abominations they have created from their captives resemble the traditional Greys.
Zany Super Famicom shooter Deae Tonosama Appare Ichiban has Greys randomly appearing through the levels, to foreshadow the fact that aliens are behind everything and also the last area of the game: Mars, full of these Greys and other similar but bigger aliens, merrily holding hands and skipping.
MapleStory has Grays in the alien-themed Omega Sector area. They mostly fit the trope with their gray skin and large eyes, but they have a teardrop-shaped head with an antenna that ends in a ball.
Time Zone has these types of aliens as enemies in the 2010 zone, though the Famicom's color palette turns their skin white.
Judging by some statuary, these guys built the shortcut in Hidden Expedition: Everest.
These are the aliens in Calculords, including enemy commanders Cytosinor and uracillon: skinny dudes with bulbous heads and big black eyes. Skin color varies, though — most are indeed gray, but they also come in red, yellow, and a few different shades each of green and blue. Their piloted vehicles are mostly Flying Saucers or Mini-Mecha. Oh, and a lot of them have psychic powers.
The Ariloulaleelay — Arilou, for short — fit much of the trope. They are green, but with large heads and almond-shaped eyes, who fly saucer-like spaceships that can teleport on a whim during combat. The Arilou live on a world that can only be reached through Quasispace (a higher dimension even than Hyperspace), and have been observing humans for millennia. Their goals are shrouded in mystery, although it is hinted that they've been observing and/or abducting humans to protect us from dangers lurking outside our universe; abominations that could "smell" humans and come after us if we are not careful. Supposedly, the Arilou have been trying to change our "smell" to avoid this eventuality.
In the Origins continuity, their appearance is heavily Lampshaded. When the Captain asks why they look like stereotypical grey aliens, they reply "Because this is what humans expect aliens to look like".
Scribblenauts: The standard alien object is grey, bald, and has black eyes. Typing in "Xenomorph" also results in one of these.
Duke Nukem Advance has the Greys working with "those alien bastards" from Duke Nukem 3D for reasons unknown. Part of their plot involves cloning babes; one of the bosses is a Grey piloting a crab-like mech.
Nobody Saves the World: The aliens from the crashed UFO are stereotypically bald and grey-skinned with large black eyes.
is a Grey piloting a crab-like mech.