Game engines recommended:

• Cast II - not updated since 2011
• Dage Adventure Game Engine - not updated since 2009
• Kambi VRML Game Engine - VRML is depreciated.
• Thundax Physics Engine - not updated since 2011
• Genesis Engine - not updated since 2006
• Quake2Delphi engine translation - very slow.
• Game Maker - made using C#

All of them have these things in common:

• Physics. Not invented here. 
• Character Controller for Windows 8 touch - not present or not available.
• Character Controller for iOS and Android - not invented here.
• Mesh terrain support - not available. What terrain support?
• Mesh import - of what quality? Missing items, missing or deformed meshes, erroneous 3D models.
• AutoDesk 3DMax or Maya support?
• Blender support?
• Water? Forget it.
• Real-time Shadows?
• BlackBerry and Windows 8 ARM support?
• Dead or dying due to their authors not having enough money to continue or finance.
• Simple things handled. Complex things... not so much.

Here is what your correspondent recommends:

UDK
Oh my head hurts when using UDK. Delphi developers complain about UDK's royalty free, when, verily, verily I say unto you, that Delphi developers would pay more for third-party components than UDK royalty-free option.


Unity
Free for most part. They now have BlackBerry, Windows 8, Windows 8 Arm. You can deploy to iPads and Androids for free. Just don't let Delphi lovers see this page. They would probably hate it.


Cocos2D
Another free option that has no Delphi support. You need to learn Lua or Python.


Embarcadero Delphi developers are jumping ship to use Oxygene for Java instead of using Delphi. Maybe they could not wait for D4A (Delphi for Android) to come out.