I know people would use the last two in spoken English but they sound odd to me. Also a small correction, if you're talking about the event as a past event then you would need the past tense of the verb. "(a) The game had already begun. (b) The game had begun already." If your friend is at the game and you want to make sure you are not late you may ask, "Has the game begun yet?" to which your friend might use (a) or (b) as a response.