The video game that Don plays in the bar is actually the Angry Video Game Nerd Adventures published by Screwattack. The Angry Video Game Nerd is also a famous web series and the show is regularly published on Screwattack's website.
The Loading Bar is actually a real bar in the UK. The bar was filmed in was the original bar in Falmouth, Cornwall but eventually the bar opened up in London, as is mentioned in the behind the scenes.