Games aren't made to any specific standard, so calibrating for an Xbox isn't particularly helpful. There's nothing particularly bad about the output of the Xbox (via HDMI) that requires a special calibration. Even though games vary, colorwise, the variations aren't so obvious that 1 game looks wildly different than the next. But there is no "industry standard" for games. THX certified games are calibrated to a standard and may (emphasis on MAY) look a little more accurate than some non-certified games.
For Blu-ray -- many players are pretty good. Some are quite excellent. PS3, Oppo, and select Panasonic models are most often recognized as being either highly or perfectly accurate, there may be others and there's at least 1 AVS thread where the accuracy of Blu-ray players is discussed and measured.
Cable and satellite are different for every channel. There's no way to calibrate for that... it's a fool's mission. And within any 1 channel, program to program variations can be as large as channel-to-channel variations. So you just live with what you've got. Things are better in the HDMI world than they used to be in the analog video world where the variations could be pretty large from box to box. HDMI eliminates a lot of that past variability.