Hmm, I see a few already here that I know I do, some of which I wondered if anyone else does.
-I nod and react to things characters say in FPS's like HL2 and F.E.A.R.
-In almost any multiplayer FPS, I always try to come up with a background for who I'm playing and what the battle is for. Maybe that's why I get angry quickly when I die: I've invested so much in the character!
-I save obsessively. Not the two or three saves at once, but I save too often -- I've been forcing myself to save less often to make the game more challenging.
-When I play a game (especially on the PC), I absolutely cannot have anything close to the screen in front of it (i.e. post-its on my monitor). It distracts me too much.
-In addition, I also obsessively readjust my monitor's (and my own) position in order to get it *just right*.
-Continuing on that vein, I think I may need to start gaming naked: when I play a twitch based game, I become *very aware* of every slight discomfort in my clothing (my shirt is wrinkling funny, my socks are drooping, etc.) This combined with my monitor adjusting means I get killed in stupid ways a lot.
-Oddly, this OCD does not carry over to the RTS realm, where I build bases with little organization.
-I game to music a lot. If it's a single player game, sometimes I try to time my actions with the song (i.e. burst out of the vent shooting as the song really picks up). Sometimes I load the game and restart the song if I don't get it just right.
-In Counter-Strike, I play a lefty, despite being a right-hander in real life and, in fact, don't play as a lefty in any other game that gives me the option. I think it's because the weapon models had the ejection ports on the wrong side originally, and it made more sense for a lefty to be using a right-handed gun than vice-versa (since lefties are less common and thus most hand-dependent tools default for right-handers). I've downloaded skins that fix that since, but I continue playing as a lefty anyway.
-I grunt, cry out, and shout "ow" reflexively occasionally when I get hit in an FPS, sometimes sounding like I'm genuinely in pain. It doesn't always happen, but when it does, it's timed uncannily.
-In Splinter Cell games, even though I may want to murder random guards for fun, I can never really bring myself to do it. Not because I care about the guards, but because I know Sam Fisher (the character you play as) would not needlessly end a human life, regardless of whose side they are on.
-In RPGs, I can never be evil. I just don't have the heart to tell the woman who's baby was taken by a kobold. "Hah, sucks to be you.". And I could never betray the trust of the good guys to get myself ahead. I know full well they are not real, but I'd still lose sleep over it. That said, I have no problem stealing from random people in Oblivion (in fact, I found thieving to be more fun than questing in some cases).