Underlying helper libraries like math utilities are often extracted and put under independent test. A physics engine often has so much state (and isn't always guaranteed to be deterministic!) that doing any sort of unit testing at the functional level is not worth it. To those that reply with "use less state", I encourage you to show how. Often times the unit tests I've seen from junior game programmers are worse than useless and aren't testing anything of tremendous value.

Games that use automated tests often drive high level systems and test high level output. See for instance Riot Games's automated League of Legends test suite.