Being predominant in digital entertainment for decades, video games have been recognized as valuable software artifacts by the software engineering (SE) community just recently. Such an acknowledgment has unveiled several research opportunities, spanning from empirical studies to the application of AI techniques for classification tasks. In this respect, several curated game datasets have been disclosed for research purposes even though the collected data are insufficient to support the application of advanced models or to enable interdisciplinary studies. Moreover, the majority of those are limited to PC games, thus excluding notorious gaming platforms, e.g., PlayStation, Xbox, and Nintendo. In this paper, we propose PlayMyData, a curated dataset composed of 99,864 multi-platform games gathered by IGDB website. By exploiting a dedicated API, we collect relevant metadata for each game, e.g., description, genre, rating, gameplay video URLs, and screenshots. Furthermore, we enrich PlayMyData with the timing needed to complete each game by mining the HLTB website. To the best of our knowledge, this is the most comprehensive dataset in the domain that can be used to support different automated tasks in SE. More importantly, PlayMyData can be used to foster cross-domain investigations built on top of the provided multimedia data.