Generally if you are manually overlclocking (not built-in auto overclocking) you should do it before the game. That said, some games will crash, some won't, depending on what game and what you're doing. This will not damage your card or other hardware, but your game saves, and possibly your game installation, may become corrupted. Other than the game saves, nothing you can't fix, though some online DRM games may incorrectly detect this as "cheating" or "hacking".