The successful adoption of digital transformation and the need to use digital technologies in industry to maintain a competitive position requires a socio-technical perspective. The successful and sustainable implementation of such a socio-technical perspective must be accompanied by training programs for employees. Compared to conventional training, game-based approaches are a safe and cost-effective alternative with a particularly high potential. Applied games are generally considered to be a superior tool in training contexts and can increase the effectiveness of immersive technologies through interactivity, feedback, and user involvement, thus applied immersive games take advantage of both immersive technologies and applied games. Given the complex requirements of industrial training, an analysis of the current state of the art in applied immersive games in industry is essential to gain a deeper understanding of their effectiveness. A structured literature review was conducted to systematically assess existing research. The results show that applied immersive games are becoming increasingly popular in a variety of industries, particularly those characterized by hazards. This is also reflected in the main objectives of the applied immersive games, which are often used in the area of safety training. In addition, applied immersive games using VR have been particularly popular. This ensures that users can interact safely and make mistakes in a completely virtual environment without fearing negative real-world consequences. Future research should focus on the long-term effects that applied immersive games could have in industry and beyond.