Some kinds of game are going to be a lot easier to make provably fair than others.  One necessity for being able to prove fairness (without some kind of independent audit) is that you actually know all the results.  In a dice game, you can basically know everyone's results over the history of the game.  In a lottery game, you can have some independently verifiable source of the seed, like for instance an actual real world lottery.  Basically, you need very little entropy for a probable result.

In games like poker, you need a tremendous amount of pseudorandom numbers generated in real time.  You also don't get to see the final results, just whatever hands make it to the river.  People are also generally going to be unwilling to have the cards they had known to the other players without seeing a showdown.  

Now, by collecting large numbers of hand histories, you can analyze whether the action is funky, like flush draws are coming in more often than they should, but you can't really prove it's honest.  You can just show the results are consistent (or inconsistent) with the PRNG being fair.  I'm sure there are other games where it would be difficult to be provably fair, but poker is definitely a big one where it would be tricky to do.