What kind of backup is this? Did you simply keep a copy of the game folders and the associated registry keys under HKLM/SOFTWARE and HKCU/SOFTWARE?
If so, you can try importing the reg keys back and placing the game folders in exactly the same locations that they were in XP (C:\Program Files, for example), but there's definitely no guarantee that it'll work, simply because applications tend to write to other parts of the system and registry as well. It really depends on the games you're talking about.
Just curious - why not simply reinstall them in Vista and restore just the saved game files or something? I'm sure that'll lead to less headaches now, and possibly in the future.