I'm skeptical that MHL wiring/signaling would allow that.
However - I think you'll find the new Bluetooth game controllers are likely to be supported and that will solve the problem.
One way is with OnLive (there used to be a great show of this on the web with the Evo 4G playing to an HDTV, but thank goodness Google now thinks I'm either interested in an Evo online or the Incredible when I search).
Welcome to OnLive
If you don't like OnLive, other options keep popping up.
Ingenu was promising us the Easymote, a BT NES controller, but scrapped that when costs hit $78.
And there is a Wii-like solution for the Photon 4G.
And there is this -
Droid Den GameTel Game Controller Accessory Coming to Android
And a few others floating about.
Point is - I think if you want gaming on your Nexus and you're going to wire it to an HDTV, your best bet may be a wireless controller option.