Must games be fun to play?

A game that is not fun is a failed game - people do not play games that are not in some way fun to them. But the question is how to define 'fun.'  Fun has a lot more dimensions than we typically think, and if you satisfy enough of them, a person is likely to continue an activity. Something can be thought of as fun when it is stimulating or satisfying, and when its consequences are not significant -- as soon as money, prestige, etc., are on the line, the feeling of the game changes completely. And this is why games must be fun: no one has to play them. They are completely optional. So if we continue playing them, they must be providing stimulation or satisfying some need within us. In terms of being stimulating or satisfying, loosely speaking this can be in terms of perception (color, motion, sound, etc.), security (acquisition of goods, completing sets), cognition (puzzles, tasks, goals), sociability (making new friends, having contact with existing ones), skill (acquiring and showing mastery), culture and knowledge (trivia, etc.), or contributing to the goals of a larger valued group or organization.  For those of you with a background in psychology, you may recognize the Maslovian roots of that answer. We each have drives that can be stimulated and satisfied in terms of gameplay, resulting in emotions like surprise, satiation, hope, satisfaction, ownership, friendship, love, victory, pride, and fulfillment.  Each of those can be a significant component of fun. Add elements to a game that create one or more of these emotions, or attend to the drives that underlie them, and some will consider it to be 'fun' and will keep playing the game.  OTOH, make it too boring or too tedious, or take out any of these kinds of satisfaction, and the game will quickly be ignored and forgotten.

No way; not even a little bit. Games can be stimulating, rewarding, or fun, but they don't have to be any of these things. The only requirement for an activity being a game is that it does not have a direct consequence on reality. We've got games of wit, we've got games of skill, we've got games of chance, we've got carnival games and we've got love games. I have a suspicion that most of the competitors in the Olympic games aren't just doing it for a bit of a laugh, it's hard work to be crowned one of the world's greatest athletes. The question details talk about video games specifically, but I don't think that video games are unique in the world of activities and media in regards to what makes them good. Many works of fiction are serious reads dealing with mature themes... and elves. They have zero game mechanics and act as static works, and yet they are engaging. On the other end of the spectrum there are carnivals, which have no artistic depth or sophistication, and yet people enjoy them and spend money at them. Complex and decidedly un-fun things can be games, just take a glance at a table-top gaming textbook and you'll be immediately disillusioned of the notion that simplicity==good gaming. As a medium for storytelling table-top games can be a lot of fun, but I don't know that fun is the first element to enter the equation.

I don't know if games need to be "fun" so much as they need to be "rewarding", by which I think I mean the player needs some sort of pleasure from the game, but the pleasure does not need to be immediately tied to the activity being engaged in.  Look at the phenomenon of "grinding" (http://en.wikipedia.org/wiki/Grinding_%28video_gaming%29).  In the game Runescape, for example, it's not uncommon for a player to at some point find themselves spending hours building and destroying "crude wooden chairs" in order to train their Construction skill.  It is not at all "fun".  However, if you do enough of that, you eventually are rewarded with the ability to design your own monster-filled dungeons with which to torment your friends.  Of course, Runescape is notorious for being overrun with bots, so it's clear that you can only separate an activity from its reward so far before players change the gameplay, but there is no shortage of other less-broken examples of grinding.

It's a bit tricky to answer this question, but without rambling too much I would say, yes, fun is a requirement for gameplay.  It comes back to basic psychology.  If I perform an action, but every time I perform it, I receive a negative stimulus, I will eventually associate that action with said stimulus and no longer want to perform the action.  If, however, the stimulus is positive, I will associate that positive stimulus with the action and want to perform it more.  This is the basis of fun.  Whether it's making a player feel powerful, challenged, or just relaxed, it can all be fun.  The trick is to figure out what your target audience perceives as fun.

Games absolutely need to be fun. At its rawest, this means that they need some sort of progressive challenge, goals, and to be simpler, fairer and more empowering than real life. They need to afford the player the chance to feel success. 'Fun' does not have to be loud and obnoxious though. Board games are fun, as are simulators to some people. Fun is also addictive, and like any kind of addiction it can turn into a compulsive behaviour long after the 'high' has disappeared.

Absolutely not. There are many examples of games that are experiments or statements or works of art that are not fun to play but are created to make a point, express a point of view, or otherwise provide an experience which may not be traditional "fun." Games are simply sets of rules, conditions and win/loss/equilibrium states and fun need not come into it unless the point is entertainment and especially if you are trying to earn money by entertaining something or someone with a game.