Метод 1: использование функции set_caption()

import pygame
pygame.init()
# Create a Pygame window
window = pygame.display.set_mode((800, 600))
# Set the window title
pygame.display.set_caption("New Window Title")
# Main game loop
while True:
    # Handle events
    for event in pygame.event.get():
        if event.type == pygame.QUIT:
            pygame.quit()
            exit()

Метод 2: использование события WM_CAPTION

import pygame
import pygame.locals as pg_locals
pygame.init()
# Create a Pygame window
window = pygame.display.set_mode((800, 600))
# Change the window title
pygame.event.post(pygame.event.Event(pg_locals.WM_CAPTION, caption="New Window Title"))
# Main game loop
while True:
    # Handle events
    for event in pygame.event.get():
        if event.type == pygame.QUIT:
            pygame.quit()
            exit()

Метод 3. Использование библиотеки ctypes

import pygame
import ctypes
pygame.init()
# Create a Pygame window
window = pygame.display.set_mode((800, 600))
# Change the window title
ctypes.windll.kernel32.SetConsoleTitleW("New Window Title")
# Main game loop
while True:
    # Handle events
    for event in pygame.event.get():
        if event.type == pygame.QUIT:
            pygame.quit()
            exit()

Метод 4: использование функции SDL_WM_SetCaption()

import pygame
from pygame.locals import *
pygame.init()
# Create a Pygame window
window = pygame.display.set_mode((800, 600))
# Change the window title
pygame.display.set_caption("New Window Title")
pygame.display.set_caption("Another Window Title")
# Main game loop
while True:
    # Handle events
    for event in pygame.event.get():
        if event.type == pygame.QUIT:
            pygame.quit()
            exit()

import pygame
from pygame.locals import *
import ctypes
pygame.init()
# Create a Pygame window
window = pygame.display.set_mode((800, 600))
# Change the window title
ctypes.windll.user32.SetWindowTextW(pygame.display.get_wm_info()["window"], "New Window Title")
# Main game loop
while True:
    # Handle events
    for event in pygame.event.get():
        if event.type == pygame.QUIT:
            pygame.quit()
            exit()

Метод 6: использование библиотеки PySDL2

import pygame
import sdl2
import sdl2.ext
pygame.init()
# Create a Pygame window
window = pygame.display.set_mode((800, 600))
# Change the window title
sdl2.ext.setWindowTitle(window, "New Window Title")
# Main game loop
while True:
    # Handle events
    for event in pygame.event.get():
        if event.type == pygame.QUIT:
            pygame.quit()
            exit()

Метод 7: использование библиотеки Pyglet

import pygame
import pyglet
pygame.init()
# Create a Pygame window
window = pygame.display.set_mode((800, 600))
# Change the window title
pyglet.window.Window.set_caption(window, "New Window Title")
# Main game loop
while True:
    # Handle events
    for event in pygame.event.get():
        if event.type == pygame.QUIT:
            pygame.quit()
            exit()