Why was there no narration in The Hunger Games?

These kind of questions come here over and over when we talk about adaptations (books to movies, games to movies, comics to games, etc.) and it's really simple to answer:

1. Because movies aren't the same as books—the same applies to comics, games, manga, anime, etc. etc.

   Really, keep in mind that maybe the book could be a really incredible experience to be read. But as I said: to be read. Trying to copy and paste the narrative mechanisms to another kind of art is very tempting but it could be a disaster, too.

   Talking about the subject in question, The Hunger Games, it's very easy to read because Katniss explains everything (one of the reasons, but let's stay only with this for now). That's because the reader simply watches Panem through Katniss' eyes, and lacks the need to construct explanations. In the case of a movie, the images explain themselves.

   Could you imagine two hours of movie with Katniss saying things like "I'm hurt", "now I'm hungry", "now I'm falling in love with Peeta... or maybe not" and the sequence of images showing the exact same thing? Boring.

2. The reason is way more psychological: Collins and the director (Gary Ross) have two different ways to telling the same story, and really that's it. Two different POVs, two different narrative tools, two different minds, two different ways to show us the same thing....

Personally, I like both the book and the movie, each for its own reasons. Both the movie and the book show a really dramatic image of a very degenerate world, but both do this in its very unique way.

AirieFenix has given a really good answer above, but I would also add that first-person movies very rarely work satisfactorily.

A great example would be Lynch's Dune, which sought to pile on as much exposition as possible through the use of copious inner monologues in the form of voice overs. Personally I don't have a problem with the film, but many viewers found this confusing and stilted.

Because narration breaks the illusion of suspension of disbelief and immersion. Hunger Games director Gary Ross was directly asked and directly answered on why it lacks any narration, from Katniss or otherwise:

Screenrant: This was a tough nut to crack, obviously. The book is so Katniss-centric and relies on her particular understanding of how to play this game. Was there ever a point that you thought about voiceover narration to give us a sense of her internal dialouge?

Gary Ross: “No, never. Because I never wanted you to feel like you were in a movie. I wanted you to feel like you were in the games. I wanted you to feel like you were in her world. I wanted you to feel like you were in the Capitol. And the minute I engage in voiceover, I shatter that and I tell you that you’re in a movie and I create a distance I don’t want. I want engagement not distance. And I felt that I could convey everything, especially with an actress like Jen (Lawrence). I mean, I don’t need to articulate in text what Jen is more than capable of doing in subtext, you know?”

Emphasis, Mine. Basic movie tenet - Show, Don't Tell.

Further more, it allowed the movie to do things the book did not:

The important thing about the mutts to me was, not specifically that they were tributes, but that they were a creation of the Capitol designed for this particular instrument at this particular moment in the games. And because we had the games and were actually able to show their creation, we were actually able to show them being birthed in that game center and then revealed in the games. We had the ability to do something by cutting away that a novel isn’t when it’s constantly maintaining Katniss’s point of view.”

Had it been done completely in Katniss's view, we would never be able to see the Game Maker's control center or any scene where Katniss is not present.

Because film is a visual medium, and one of fundamentals of screenwriting is "show, don't tell".

Show, don't tell enables the viewer to experience a story through action rather than having it hand-fed to them through exposition. Sort of the difference between active and passive verbs.

Here's an example from this article:

Here’s a sentence that tells:

Mr. Bobweave was a fat, ungrateful old man.

That gets the information across, but it’s boring. It simply tells the reader the basics about Mr. Bobweave.

Here’s a way to create an image of Mr. Bobweave in the reader’s mind:

Mr. Bobweave heaved himself out of the chair. As his feet spread under his apple-like frame and his arthritic knees popped and cracked in objection, he pounded the floor with his cane while cursing that dreadful girl who was late again with his coffee.

As Catija points in a comment, "show, don't tell" is a fundamental of all types of writing and is not specific to screenwriting. However I think it especially applies to movies, since narration (whether as a voice over, or exposition by an actor) usually interrupts and slows down the pace of a film.

It is more about feelings vs expressions, when it comes to compare movies and tv-shows with written media.

Imagine this scenario:

Alice and Emma meets. Alice told something to Emma, which makes Emma sad first, then makes her smile.

Now, imagine how can you write this down in a book? Expressions are hard to tell in written media so you can display his feelings by writing down his facial expressions. It is easier to tell her feelings and powered them with little expressions like then she smiles.

But in a movie, it is better to use facial expressions and body language. Emma suddenly sulks, then her lips begins to move slowly and ends up in a crooked smile. It is not good to use an outer voice to tell what she thinks while she can use expressions to express it.

The Hunger Games have a similar situation in here. First book is full of flashbacks which tells the story of Katniss and Peeta. Adapting this to a movie is not easy and logical. That causes to switch point of view which the story is told. Because books are all about Katniss and people or events around her. If you rip the parts that are hard to adept to the movie, what you had at hand is not enough to make a good movie.

Also, the book offers some action scenes, but not too much. But movie fans expects the movie to have more action scenes, because expressions are easier to use than feelings in a movie. That also causes explains some changed events:

• In the book, muttas have the faces of deceased competitors who died in the 74.th games, including Rue. That causes Katniss not to use her weapons since they are ones who died in the previous days or killed by her.
• In the movie, they are muttas with doggy faces, and Katniss uses her bow to hunt them as much as she can do. She do not have any feeling that stopped her from firing her bow