There isn't a program that can give you the temps on screen while gaming, but HWMonitor can be set to log the temps. Also, leaving a program like RealTemp open, but minimized while gaming, if you want, will at least let you know the max temp and what time it occurred.
 
Try MSI Afterburner. One of it's Monitor features is 'Real-time On-Screen-Display information in games'
http://event.msi.com/vga/afterburner/overview.htm


Another option would be Speedfan and it's charting option.
Just not available in game unless you Alt-Tab over or run the game in a Window.
http://www.almico.com/speedfan.php

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