You can use transparency in your game. The Blender Game Engine supports multiple types of transparency.
The transparency modes can be configured in Properties Editor » Materials Tab » Game Settings Panel » Alpha Blend Combo box) of the according objects.
This is the default mode. In this mode all faces are complete opaque. This mode is used mostly. The Blender Game Engine is optimized to render this faces efficiently.
This adds the color of the face above the background. Black colors are fully transparent. White is fully opaque (as white). Any intermediate color is a blend between background color and the face color.
This is quite useful for glowing effects
This mode uses a separate color channel (alpha) to calculate transparency. The transparency is limited to full transparency and full opaque.
This mode has the same efficiency as mode opaque.
This mode uses a separate color channel (alpha) to calculate semi-transparency.
This mode is quite slow and should be limited to a few small faces. For technical reasons, it needs additional processing on rendering. More faces and (visible) larger faces increase the render time.
Be aware objects with alpha but opaque are still performance intensive. Better use opaque in this case.