most of the game's content is online (levels, maps, etc) but you can set up an intranet (a local web server) to fool some apps where their entire data is offline on the device, but wants online to serve ads (i'm talkin' to you, Angry Birds Rio!) and won't operate without a connection.
Most of the cute little Flash-looking games like Farm Story, Bubble Mania and the like are online only. the best way to tell is if you have to download uber amounts of data (additional files worth ~3GB like with GTA: Vice City) it's usually a given it's playable offline, especially if it's a paid game.
