Is there a comma needed before quotation?

Grammar Monster is better than it sounds:

{DON'T WORRY:} IT'S NOT A HARD AND FAST RULE

(re: introductory comma? colon? ....)

The majority of people do not adhere to the guidelines regarding the use of commas and colons with quotations. Nowadays, it is acceptable to introduce a quotation with

a comma,

a colon

– or nothing.

In modern writing, the choice of punctuation [here] depends largely on the desired flow of the text (i.e., how much the writer wants the reader to pause).

And this refers in the first instance to direct speech, often treated with greater respect than other quotes.

• After thinking about this for several seconds she anxiously asked John, "Jill and Jim are coming here on Thursday?"
• Wishing she had less dull-witted politicians to deal with, she countered: "The vaccine won't be ready before the end of next year at the earliest."
• He shouted "I'm unarmed!" as soon as he was challenged.

.......

• Sam developed an annual sweepstakes promotion entitled 'The Free Gas Punt Return Game'.

No comma is needed. Would you write, "Here is my brother named, John, and here is a photograph of my brother called, James?" Or would you write, "Here is my brother named John, and here is a photograph of my brother James?" If you are writing for a US readership, you'll want to tuck the period inside the quotation marks.

A late edit: Of course, someone might consider the game in question to be a "work of art." Doing so would allow the following: Sam developed an annual sweepstakes promotion entitled The Free Gas Punt Return Game. I like it. In my initial read of the question I thought the quotation marks were being used to set-off the title as such, but seeing the game as a work of art solves some problems.

In your example, the quotation is not preceded by a speaker tag, is not even direct speech, and is part of the flow of your own sentence, so do not use a comma. The use of "entitled" doesn't change this, same as, to use Michael Owen Sartin's example, you would simply say "My brother is called John".

In case you are asking about preceding comma use more generally:

I can't find a good authoritative source to cite for this at the moment (anyone?), but dummies.com says this:

No comma separates the quotation from the rest of the sentence if the quotation doesn’t have a speaker tag.

And I like these examples:

Mr. Johnson, who was working in his field that morning, said, "The alien spaceship appeared right before my own two eyes."

but

Although Mr. Johnson has seen odd happenings on the farm, he stated that the spaceship "certainly takes the cake" when it comes to unexplainable activity.