There are games banned in the US, but mainly because of the ESRB restriction or the lack of safety of games, such as "Sonic Blast Man." As far as the ESRB ratings, remember that GTA:SA was removed from retailers because of "Hot Coffee." That is when the "Second Edition" came out which restricted mods from the box. Users essentially had to modify the second edition to, well, modify it.
"Bully" is another Rockstar game that was banned in certain parts of the USA, only after a few lawsuits. The reason for that game being banned was that it was promoting bullying. Also, as of recent, there is a senator (ironically a NRA supporter) wanting to ban GTA:V because of its violence.
Freedom of Speech does protect from government censorship (In the form of imprisonment, death, etc. by government), but it does not protect you from the consequences from private entities as we saw with Phil Robertson and Paula Deen.