Recently, physical layer based secrecy communication has received considerable attention due to its suitability for dynamic network configurations and distributed processing techniques. This novel technique implements security in physical layer by complementing the conventional cryptographic methods by exploiting channel state information of legitimate parties as well as eavesdroppers. On the other hand, game theoretic techniques have the potential to study the resource allocation and to make decisions in secure wireless communications. In this project, physical layer security problems will be formulated into different games, where the legitimate nodes and eavesdroppers will be the players of the game. We will investigate different formulation of the games, namely, stackelberg game, auction game, coalition game and so on. In addition, the equilibriums of the proposed games will be explored and the required conditions to achieve these equilibriums will be theoretically derived. On the other hand, iterative algorithms will be developed based on these theoretical results to attain the derived equilibriums in practical scenarios. Furthermore, these developed algorithms will be extended for distributed implementation, which will reduce the computational complexity of the secrecy networks.