A report issued by the ESET Malware Intelligence maintains that July's most prevalent forms of malware targeted online gamers.

From Global Threat Trends - July 2008:

During the month of July 2008, close to 12.72% of all threat detections were flagged as Win32/PSW.OnLineGames. This is a family of Trojans with keylogging and rootkit capabilities which gather information relating to online games and credentials for participating. Characteristically, the information is sent to a remote intruder’s PC...

 

It’s important for participants in MMORPGs...  like Lineage and World of Warcraft, as well as “metaverses” like Second Life, to be aware of the range of threats ranged against them: not just harassment nuisances like griefing and pointless quasi-viral attacks like grey goo, but phishing and other scams that can result in financial loss in the real world. Their objective in such cases is to steal account information or game items and then resell them on the black market (or at any rate on eBay). 

ESET issues monthly threat reports. For the past three months, online gaming has been at the top of their malware threat list.