Rune said:
I once included "Roleplaying games" in the "hobbies" section of an application to volunteer for a Teen Mentoring program.
In the follow-up interview, they told me not to ever bring it up near the kids.
Ah, more fodder for my festering misanthropy.
Anyway...
On a resume: Nope. Like others have said, it's simply not relevant (unless it is). In this job market, employers don't give a rat's booty about your hobbies.
In life: When I was an impressionable teen and mistakenly cared about such things, I stayed "in the closet". In hindsight, all it served to do was help me miss out on countless opportunities to meet new people and game. Now that I've rejoined the hobby full-force, I'm "out." Consequently, I've been to cons for the first time in my life, made a lot of new friends, and even (ironically for this thread) got a really high-paying consulting gig... because the guy who hired me is in my Saturday night group.

Not to mention other poeple who've hooked me up with Web design gigs.
Tanget coming up...
One thing that I think makes it "easier" these days is that the hobby has matured so much. Compared to when I started (1980), I think that the gaming populace is more diverse as well as having gotten older, generally. Not to slag the younger folk (love ya, baby!), but I think it's easier to poroudly say that I'm a gamer when most of the gamers I know are responsible adults with normal social skills... as opposed to all the smelly teenagers that could scare off pretty girls at twenty paces that I knew when I was a kid.
Regardless, even if I did not think this, I just thing it's stupid to be ashamed. It's a hobby, and it's no mopre or less wacky than a jillion other niche hobbies.