There are certain games that will not run on Windows 8. The only one I've personally run into was Grand Theft Auto 4. I had Windows 8 installed on my desktop, could not get the game to run, and moved back to Windows 7.
The trouble with GTA seemed to be in the Securom DRM. With GTA5 on the way and knowing the business Securom operates in, I wouldn't be surprised if a patch never came.
However, all of the other games I've tried have worked with Windows 8 on my laptop. It does make me wonder about the future of companies like Securom in a Windows 8 world.