Well, not generally. It is not really against the law. If you are 18+, you can order and play any videogame you like. However, there exists a department for youth-protection, which will filter out games and other stuff that they think is harmful for teenagers. Those products may not be sold to underage people and may not be advertised in any way. That means magazines will not test the game and you will not see it on the shelves. If you want it, you have to know it exists and you have to ask for it.
You live in Germany, right? I read something in
some newsgroup that said it's against German
law to sell video games that depict the killing
of humans? Is this true? If it is, could you
go to prison for playing Counterstrike?