On the Desire, you can move any app to the µSD without the need of beeing root (see : http://forum.xda-developers.com/showthread.php?t=742379 to know how).

But moving scummvm was a bit disappointing, it still consumes 20MB. You free neverthelesss 5MB.

@noodleboy
I had the same problem with Lubomyr's version. I realized i forgot to extract the scummvm.zip file on the root of the sd card. It will create a scummvm folder.

I used the newly extracted scummvm folder as the save and theme paths in 'options' menu.

Hope i'm clear and it helped.