You can find many of the Scottish ones on Scottish Highland Games Association website.
http://www.shga.co.uk/events.php
The list is nowhere near comprehensive as it only shows games organised by SHGA members.
I believe Visit Scotland take their information for their website from SHGA as neither of the Scottish games which I am planning to attend are listed on either site.
Cumnock Highland Games - Sunday 21st August
Peebles Highland Games - Saturday 3rd September