For lack of a better term, I'm using "cold open" to mean that the game begins immediately from the first camera shot, instead of just the standard announcer spiel and logo graphics.
Offhand, I can think of only three that did this--Double Dare, History IQ and TVLand Ultimate Fan Search (all of which, probably not coincidentally, shared a lot of the same production staff). On a second tier, you had shows that started with something somewhat related to the gameplay but was ultimately irrelevant to the outcome--Split Second, Bumper Stumpers, Wheel's short-lived "Preview Puzzle." Any other examples of either?