.runs can be anything the author wants them to be, but sometimes they're more like InstallShield programs on MS Winblows. If you're lucky, you might be able to run them again, and select an uninstall option. Unfortunately, most are simply a way to download and install software with little thought put towards removal. (Why would you ever want to remove their wonderful game?
) If you remember the install at all, this will probably be evident. Did it pop up another "mini-window" and launch a graphical installation program? If so, there's likely an uninstall option for it, though sometimes you have to enter an extra option from the command line. (A README/INSTALL file should tell you.)
Some .run files (.run is a popular extension, but this holds for others as well) don't have this option, in which case you're limited to the removing the files yourself. For the vast majority of games (many other applications as well), this isn't too hard. Most only install a desktop link, a start menu link, and sometimes a mime type. The rest is usually in a separate directory, which makes removal easy.
Uninstalls, for the most part, are more useful when it comes to operating system "add-ons". For instance, if you want to remove a program that allows you to use it in a number of other applications. Adobe Acrobat Reader/Writer on MS Windows is a good example (actually, most windows "helpers" are as well). Parts of it are linked to the OS, parts to your browser, parts to other programs like MS Word. It's unlikely that most people would even think to look in those places, so the uninstaller helps. Games, partially because of their complexity, don't deal well with varying software setups, so they tend to pack more stuff into them as a shipped product. (This is called static linking.) This way, they don't have to know what kind of filemanager you have, because they include one, usually with a look that's more appropriate to the game. As a result, removing them is easy, because everything is together.
.run files are more like script/batch files than rpms. Yes, they check for certain dependancies, set up files and such, but they also can include other operations like downloading.
