Legally, no. Morally, it depends. I think if you pirate a game that is available to buy in store or online, then that is just wrong. If it happens to be a game that has been out of print for a long time and the publisher either no longer exists or has no interest in re-releasing the game, then I see nothing wrong with it because at that point, the copyright holder is refusing to take your money. In fact, I think pirating a game in such might potentially get the publisher to consider releasing the game again since they would have proof that there's a demand for it.
Some will (and have) brought up used games, asking how that is morally justified compared to pirating. First of all, unlike pirating, the person selling the used game is selling their own property. They paid for it, so now they have every right to do with it as they please just as long as they're not violating the terms of service of the software (in other words, pirating it). Second, when you have an establishment like GameStop, they still keep inventory of what they sell. So if a game from EA is being sold second hand, EA may not be getting money from it, but if the game sells well enough, GameStop will order more copies of that game from EA. This is because they can't simply rely on the consumer to return the game, but they know they can get more from EA with a simple order. Getting more copies of the game from EA might also mean potentially more second hand sales for GameStop. So in a way, a publisher can make money from second hand sales just based on demand, but maybe not as much as GameStop.
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