If I lose my phone can I download the Nokia S40 EA Hub games again?

As long as the item is still available, you can re-download it up to 10 times by signing into Nokia Store and accessing My Stuff. In case you have lost any purchased content items in your My Stuff, for example because the item has been unpublished and removed from Nokia Store, please contact Nokia Care for further assistance; http://nokia.com/support and choose Contact Us. Give a short problem description, your Nokia account username and the name of the content item you wish to re-download.