Seriously?! You gotta be kidding me! (said when someone surprises you or you thought you were about to win)
Oh, come on! (said when someone plays something that makes you more likely to lose. Note: This has to be said as though you are angry. Not like "come on, let's go.")
I'll get you next time. (friendly threat that you will win the next game)
Best two out of three? (Let's play 3 games and whoever wins 2 of them is the winner)
You will rue the day! (said often when pointing at someone angrily. It means, they will regret having made you lose!)