It may not be considered canon, but there are a handful of things that were carried over from the anime to the games.

× Meta Knight's sword was first named Galaxia in the anime. This name was then carried over to the games and has since become permanent canon.
× Music pieces from the anime eventually made their way into the games. Kirby Air Ride in particular has a lot of songs that first appeared in various episodes.

Even some of the games directly reference the anime.
Mass Attack actually features Escargoon and Captain Waddle Doo in one of King Dedede's attacks.

Also, Nightmare's Design from the Anime became Canon. And it was also the Anime that gave King 3D his Waddle Dee Army and His Castle Design, which carried over to the games. Also Soul Melter Mode has the fucking Devil Kirby face.