Can I use Adblock/Adblock Plus to block ads in games that are not in a browser? Occasionally, there are apps that embed little chunks of the Internet. In most cases, this is a good thing. However, occasionally they are used to display ads.

This is annoying, especially if I've contributed to the development of the software. As a software developer that uses ads to make money, I know that I'd be fine with someone contributing via PayPal and deciding not to view the ads.

This is my situation with quite a few apps: I've contributed to their development and I don't want to be nagged with ads or otherwise. One, in particular, embeds a mini-browser to display ads. 

Is there any way I could block such ads using ABP or other OS X software?
You are going to want to use a hosts file to block all ads in all games. First you're going to have to find the domain name of the server that the ads are coming from. You can use a number of programs to monitor network traffic for this step. My favorite is ettercap-ng, but you might prefer Little Snitch (if you want to do this on a per-app per-port basis, then Little Snitch will be just right for you without having to modify your hosts file). Once you've determined the domain of the ad server you're wishing to block, open up /etc/hosts in your favorite terminal text editor with sudo permissions (sudo nano /etc/hosts) (the file has no extension; it's simply named hosts). Add this line to the end of the file after replacing &quot;domain.com&quot; with the domain you're trying to block:
127.0.0.1 domain.com
This will tell your Mac to loopback when it comes across &quot;domain.com&quot;, thus returning nothing, which essentially gets rid of all ads from that server in every app/program/game on your Mac (keep adding more lines for each ad server, and make them all loopback to 127.0.0.1). This method will also work on JailBroken devices and Linux.
If you want to use my omnipotent hosts file that blocks nearly all ads (it was written primarily for my JailBroken iPod), knock yourself out by replacing yours with mine: http://ss.gy/u Mine works on both desktop computers and mobile devices in multiple countries/languages (primarily the United States and France).