Yes. They're generally referred to as "NO-CD Cracks" and they're illegal to use in many countries, as you are trying to circumvent copyright protection mechanisms (that you agreed to when you bought/opened/used the game).
Good news is, many countries DO allow them because it's the only way you can make your "one legitimate backup" media.
I suggest you determine your local laws pertaining to their use (and/or any program like them), and when you go looking for them on the Internet, ensure you send every one you want to try through VirusTotal.com (or alike) before running it. :)
Beyond that, this isn't the place to ask how to crack games. Unless perhaps you've got a very specific, on-topic question about a cracking problem, which doesn't pertain to any specific title(s).
Here's some related SuperUser questions to check out for more info: