Jackson's "The Lottery" is a great parallel text for The Hunger Games. In "The Lottery," the townspeople really seem to embrace the tradition, even though they fear the black box and what it represents. Even if you look at Tessie's protests in the end, she protests how the drawing took place, but she never actually criticizes the idea of the stoning. She just wants a redrawing. If she had her way, she would have probably happily stoned the other poor victim.
Like post #5 suggests, the participants in the Hunger Games in the districts do so out of fear, but what about all of the people in the Capitol? They, like the townspeople in "The Lottery," support the tradition of the Games and are so used to seeing it as entertainment that they don't even think about the inherent wrongness of it all. Effie Trinket thinks eating with your fingers is "savage" but has no qualms about selecting two kids' names out of a lottery to die in publicized bloodsport.