S.H.I.E.L.D. stands for Strategic, Hazard Intervention, Espionage Logistics Directorate.
X-Men Legends 2
S.H.I.E.L.D. appears in X-Men Legends II: Rise of Apocalypse in a mission where Sentinels are attacking an off coast base. They are helped by many S.H.I.E.L.D. members including Nick Fury and a member named Sgt. Charles Kilroy. During your mission, Kilroy is attacked and falls of the platforms. After the mission, he is picked back by S.H.I.E.L.D.
Marvel Ultimate Alliance
S.H.I.E.L.D. has a very big role in the game.
Marvel Ultimate Alliance 2
Apparently, in the E3 demo of Marvel: Ultimate Alliance 2, the S.H.I.E.L.D. agents resemble more like their Spider-Man: Web of Shadows design then their final design in the full game.