If Mark's feelings are anything to go by, yes, you certainly can get quite attached to something that isn't alive. I myself found that while poking at Peach or Bowser with a stylus wasn't nearly as rewarding as scratching the belly of a real puppy, it was satisfying in its own way, enough to make the pains of a forced dogless life at home a little more bearable. I was initially reluctant to buy the game, thinking it would only make me long for a real puppy more. However, Nintendogs created quite the opposite effect, more or less reducing the perceived need. I got a taste of dog ownership while suffering virtually none of the drawbacks; I could play with and train my pups whenever I got a chance, and if I needed to turn them off for a day or two, they were still happy to see me when I turned them back on and called their names.
So maybe digital avatars can give a sense of friendship or companionship, but what about more deep seated longings? Can games address those, too, and to some degree, assuage them? In Japan, at least, there's compelling evidence that they can. Think of the incredible popularity of dating sims among Japanese gamers. There are hundreds of romantic video games there that feature nothing more explicit than a modest bathing suit or more titillating than a kiss on the cheek, yet they sell like hotcakes, and their success extends far beyond the games themselves. Players genuinely become attached to the characters they're trying to digitally woo, spending their salaries on figurines and posters depicting them, even dressing up like them; trying to make them real. These games give some small outlet and feeling of connection for shy, reclusive gamers who otherwise would have none. Whether it's a healthy connection is another topic altogether.
There are more materialistic desires that videogames can help to assuage as well. It's often been said that it takes a large fortune to make a small one in motor racing, and while that hasn't stopped many filthy rich people from pilfering away their future heirs' inheritance on the track, not everyone has a large fortune to start with. Whether you like it light and easy like Polyphony's GT4 or hard and raw like SimBin's GTR, driving sims offer varying degrees of difficulty and realism to suit different levels of personal achievement - and do it at a ridiculously miniscule cost when compared to the real thing.
Online racing leagues take the realistic physics of driving sims and mix in the unpredictable behavior of humans, creating a surprisingly authentic-tasting cocktail of adrenaline and pressure. Screw up and crash into the leader and you can be sure you've ruined some real human being's night. Get pushed into the wall, yourself, and the money you'll need to fix the repairs won't be real, but the feelings of frustration and disappointment will be. So, too, will be the feelings of exhilaration should you get the win.
