Oblivion, Quake 4, Call of Duty 2, City of Villains, Battlefield 2, Falcon 4.0 Allied Force, FEAR, The Movies, Tony Hawk's American Wasteland, Vangauard Saga of Heros, Serious Sam 2, King Kong, Age of Empires III, GR:AW, and WoW* (there are more) are currently supported. WoW and FEAR supposably recognize multiple cores but don't get really any real-word performance from them. Some of the games use patches to support dual-core like COD2.
Unreal Tournament 2007 and Unreal Engine 3.0 are going to support dual-core. I wouldn't say there isn't that much DC supported games right now, but most don't.
*From what I hear WoW recognizes them, but doesn't really use them like other dual-core supported games. I'm not 100% sure about this.