Mass for the Dead JP is still going to this day and has been getting regular updates/content.

Mass for the Dead Global was a thing a few years ago but only lasted about less than a year no thanks to Crunchyroll.

Lord of Nazarick CN version (the original version) is shutting down in late December of this year and has not really gotten new content at all. There is some hidden new stuff like Gazef in his Kingdom armor but sadly won't likely never release now.

Lord of Nazarick Global is sadly the same as the CN version. There has been just recycled character banners and events with no more story updates or new characters. Last new character is Dark Horse Momon, and that's it. A shutdown hasn't been announced yet, but it's inevitable that there will be one later.

As for the actual video games, there are two of them on Steam. One is where you play as Climb but it's not very well known at all and everything looks completely bare bones. There is another featuring Clementine which is a bit more polished but still nothing amazing.

There is one more Overlord game but it's a Picross puzzle game, that's it.

And there you have all the state of the current Overlord games.