brew install pygame myself, it spit out this message:
==> python -c import setuptools... --no-user-cfg install --prefix=/usr/local/Cellar/pygame/1.9.2a0 --single-version-externally-managed --record=installed.txt
Python modules have been installed and Homebrew's site-packages is not
in your Python sys.path, so you will not be able to import the modules
this formula installed. If you plan to develop with these modules,
mkdir -p /Users/packrd/Library/Python/2.7/lib/python/site-packages
echo 'import site; site.addsitedir("/usr/local/lib/python2.7/site-packages")' >> /Users/packrd/Library/Python/2.7/lib/python/site-packages/homebrew.pth
which apparently meant "we installed this, but your python won't be able to use it"
The oddness here appears to be that if you do
brew install pygame it doesn't install python, just pygame (for dependencies to use?)
So either follow those directions (as printed on your screen) then it works, or do
brew install python and use that python instead (/usr/local/bin/python instead of /usr/bin/python).