The only two videogames I can think of right now where a werewolf is playable are The Legend of Zelda: Twilight Princess and Sonic Unleashed.
In TP, Link isn't necessarily a werewolf, but he can phase back and forth from human to a "sacred wolf" at any given time, with the help of Midna.
I have never played Sonic Unleashed, but I do know Sonic is, much like Link, not really an actual werewolf. Instead, the term is "werehog", a combination of the words werewolf and hedgehog.
Here is Link in his wolf form with Midna riding on his back: