The traditional approach of fixed spectrum allocation to licensed networks has resulted in spectrum underutilisation. Cognitive radio technology is envisioned as a promising solution that can be used to resolve the ineffectiveness of the fixed spectrum allocation policy by accessing the underutilised spectrum of existing technologies opportunistically. The implementation of cognitive radio networks (CRNs) faces distinct challenges due to the fact that two systems (i.e., cognitive radio (CR) and primary users (PUs)) with conflicting interests interact with each other. Specially, in self-organised systems such as ad-hoc CRNs (AHCRNs), the coordination of spectrum access introduces challenges to researchers due to rapid utilisation changes in the available spectrum, as well as the multi-hop nature of ad-hoc networks, which creates additional challenges in the analysis of resource allocation (e.g., power control, channel and rate allocation). Instead, game theory has been adopted as a powerful mathematical tool in analysing and modelling the interaction processes of AHCRNs. In this survey, we first review the most fundamental concepts and architectures of CRNs and AHCRNs. We then introduce the concepts of game theory, utility function, Nash equilibrium and pricing techniques. Finally, we survey the recent literature on the game theoretic analysis of AHCRNs, highlighting its applicability to the physical layer PHY, the MAC layer and the network layer.