Do they have invader zim ds games

No, but he is in some games. In the Nicktoons: Attack of the Toybots, GiR is there, and you can also unlock Zim. In Nicktoons: Globs of Doom, you can play as Zim or Dib, I'm pretty sure. In the new Nicktoons baseball game, you can play as Zim or Gaz. There is also this one old game, it's a photo game, and Zim, Dib, Gaz, and GiR are in it, but so is a lot of other Nicktoons.