I was having problems trying to install pygame on a mac where python was installed with anaconda. I searched in SO and no solution worked. But it seems I have worked it out (haven't checked yet throughly ) so I write it here
First, tlatorre does not have a Osx version it seems. So I did this:
anaconda search -t conda pygame
and you can see in the reply several places (including tlatorre) with pygame. 
You can see that tlatorre only has linux-64 version. Also quasiben seems to have a Osx version but I tried it and there was some incompatibility with python 3.5*
so I tried CogSci (which seems to have linux windows and osx versions
conda install -c CogSci pygame=1.9.2
and it seems that it has been installed. (my apologies if it is not, - I am going to check from now on)
Install pygame with anaconda on mac