The Great Game refers to British attempts to block Russian expansion southeast toward British India. Although there was much talk of a possible Russian invasion of India and a number of British agents and adventurers penetrated central Asia, the British did nothing serious to prevent the Russian conquest of Turkestan, with one exception. Whenever Russian agents approached Afghanistan they reacted very strongly, seeing Afghanistan as a necessary buffer state for the defense of India.
A Russian invasion of India seems improbable, but a number of British writers considered how it might be done. When little was known about the geography it was thought that they could reach Khiva and sail up the Oxus to Afghanistan. More realistically they might gain Persian support and cross northern Persia. Once in Afghanistan they would swell their armies with offers of loot and invade India. Alternatively, they might invade India and provoke a native rebellion. The goal would probably not be the conquest of India but to put pressure on the British while Russia did something more important such as taking Constantinople.
The Great Game came to an end with the demarcation of the northern Afghan border in 1886 and 1893 and the Anglo-Russian Entente of 1907.