From my experience being interviewed:

• Expect some technical questions relating to your specialty (i.e. if you're trying for a graphics programmer position, expect some questions about what graphics libraries you've worked with and some of the more prominent graphics algorithms)

• Some companies give you programming tests, of the "write code to do X" variety. This might happen at your interview in real-time, or they might ask you to do this ahead of time and send it in with your application. Expect to struggle red-faced through the embarrassment of having to correctly identify the bugs in your own code.

• You may have some questions about other fields, such as audio, visual art, production and game design, or questions about your ability to play nicely with people in those fields. You don't need to be expert in non-programming fields, but you do need to be able to communicate effectively with non-programmers. (My favorite question: "Describe [polymorphism / A* / quaternions / whatever] to me in terms my technophobic grandmother would understand.")

• Since game dev is so team-oriented, expect lots of non-programming questions that are trying to find team fit: questions about how you handle stressful situations, disagreements with superiors, eleventh-hour requests from publishers, impossible-to-implement specs from designers, and just generally if you're the kind of person that other people would like to spend more time with than they spend with their families.

Every company's interview process is different, of course, but I think you'll find more similarities than differences between game industry programming, and greater software industry programming, in terms of what the interview is like. The biggest difference is that in the game industry, the person interviewing you probably won't be wearing a suit :)