I don't know anything about Yale's housing, but in discussing the two make sure you're comparing apples to apples - as in, freshman dorms to freshman dorms, or Harvard houses to Yale's residential colleges.
In the houses at Harvard, you'll find all the things you mentioned and more: lounges, TV rooms, fitness rooms, kitchens, gorgeous libraries, late-night grilles, ping-pong, air hockey and pool tables, foosball, squash courts, basketball courts, pottery studios ... I'm sure I'm even leaving some things out. You won't lack for facilities.
The freshmen dormitories at Harvard generally have lounges, TV rooms, kitchens and pool tables, but the rest of the things mentioned above are pretty much only in the houses.