A group whose members aren't interested in being/building a team, or a group whose members are actively or passively hostile to the idea, won't build a team, and all the team-building exercises in the world will be unable to help them.
A group whose members want to be/build a team will be/build a team unless you actually dispatch them to the far corners of the world and prevent them from talking to each other. All the team-building exercises in the world will be unable to prevent it from happening.
"A group whose members aren't interested in being/building a team" ... "A group whose members want to be/build a team"
I believe this is another 80/20 thing; 10% of groups will be a natural awesome fit, 10% will be a toxic, cynical bunch, and the rest can be swayed in either direction through organizational culture. Games aren't the only thing, but a culture that allows/encourages it certainly helps.
While I agree that some people just cannot be made to work in teams, I think team building excercises are important.
For example, I've been at my current workplace for about 3 months now and all my interactions with colleagues have been work related. With my Dilbert personality it takes me ages to get comfortable in a new group. Taking an afternoon to socialize outside of the work environment greatly accelerates the process.