So, I found this on newgrounds, a dedicated fan of the movie made his own They Live video game. It's got retro almost Atari style graphics as you control Nada (Piper's character) as he discovers and goes about blowing away the aliens. It's a pretty neat game, although a bit on the difficult side. You start out in the bank and then from you can go to... er... well, actually I didn't get that far. (Like I said, it's a tough game).
Still, check it out...http://www.newgrounds.com/portal/view/663367