Have you seen the slides from Tim Sweeney's "Next Mainstream Programming Language: A Game Developer’s Perspective" talk? Sweeney worked on Epic Games' Unreal engine (C++) and discusses how functional programming could benefit game programmers. He doesn't mention OCaml by name, but he mentions Haskell a couple times.

http://www.st.cs.uni-saarland.de/edu/seminare/2005/advanced-...

Lambda the Ultimate has more discussion of the talk, including comments from Tim Sweeney:

http://lambda-the-ultimate.org/node/1277