Some of the possible causes of this problem include: computer overheating, corrupt video cards or faulty power supply. You need to check your cables and find out if the computer overheats, if that is not the cause, then you should contact a technician for assistance.
It depends on if it's a laptop or desktop: If it's a laptop it could be that it doesn't have enough charge or if it's a desktop, it could mean that the game(s) is too powerful for your computer. But what I think is happening is that your computer is overheating. It's a very common problem for both laptop and desktop. To solve it, let your computer cool down a bit. That should solve it.
Interruption in power supply, crash due to over burden ... but what i think is that it could have been overheated... it happened with me once ( though my computer is not very good... :) ) my computer got overheated and just stopped working and then things happened which i didn't understand... i was playing Mount&Blade:Warband then.. :)