The software side of the worldwide games industry (at least) is doing very well during the current troubles. Game sales are indeed up 23% year on year in the UK, and the current low pound helps UK developers immensely. Nevertheless, other places like Canada remain very attractive, and it is doubtless also no coincidence that Eidos is growing rapidly over there, at the same time as closing their Manchester office.
There is an issue with availability of debt, for those companies that need it. This mostly applies to startups, where the Small Firms Loans Guarantee Scheme has all but dried up, but this should only affect a few games developers.