Supreme Commander is a fairly multithreaded game -- fully capable of using 4 processors. I'm not sure how *well* it's multithreaded, but I can tell a massive difference between one and two processors. It will also span monitors, so you can be an idiot with two 24" 1920x1200 monitors stacked on top of each other, and you'll either see 1920x2400 or you'll have one monitor for the game board and the other for the "mini" map.
Half-Life 2 is also multithreaded, and as far as I know, it's "finely" multithreaded. Valve broke up the physics, game, and graphics engines to allow each to utilize more than one processor at a time. Definitely a game that you can just keep throwing money at to get higher resolutions and framerates
I expect UT2007 to be finely multithreaded. The physics and grahpics look to the point where it will be absolutely required, and they're libel to make a shtload of money just selling the engine to other developers.