Some games yes, some games no. Mckinley is right. For some games, you will never open their stuff. Almost everyone else has it sealed up or something. You need to either import it or get a program that "opens" whatever file they use for the model. When you open it, you can pull out the model file thingy, which Maya should have no trouble reading.
I hope.
I don't know half of you half as well as I should like; and I like less than half of you half as well as you deserve.
-Bilbo Baggins