You wouldn't be suprised if you knew how hard it was to make a game multi-threaded. It has to be done from the ground up at the engine level. and since most companies just buy engines instead of creating there own(since that's the major cost of game development) you can realize why it's taking so long.

But it will come in time and soon I'd imagine as more engines are updated and released.

Dirt 2 supports multi-threading
but in DX11 it doesn't make much of a difference (u use less CPU with DX11 than DX9)


I bench'd and gained like 1 or 2 fps with 8 threads vs 4
(wasn't worth the extra heat, just for 1 game)


http://www.hardocp.com/article/2009/12/23/dirt_2_gameplay_performance_image_quality/9

Just to clarify a bit in terminologies, games have always been multithreaded... the recent distinction is if they're optimized for multi-core so that those threads are balanced efficiently to run on multiple cores so that there is a tangible speed-up or increase as a result.

What you're probably asking is which games are optimized for multi-core beyond the benefits of 1 or 2 cores.  There's quite a few more than there were before, here's a quick list of ones off the top of my head although there are others.  If you're interested in this kind of thing check out PCGameshardware, they typically do the best job of benching CPU performance for newer games.  HardOCP actually does a pretty good job too in their game performance reviews, although I don't find their actual GPU reviews to be very good.

Anyways, here's a quick list:

GTA4: http://www.pcgameshardware.com/aid,669595/GTA-4-PC-CPU-benchmark-review-with-13-processors/Reviews/
Prototype: http://www.pcgameshardware.com/aid,688240/Prototype-CPU-Benchmarks-System-Requirements-and-Screenshots/Practice/
Dragon Age: http://www.pcgameshardware.com/aid,698761/Dragon-Age-Origins-CPU-benchmarks-75-percent-boost-for-quad-cores/Practice/
Dawn of War 2: http://www.pcgameshardware.com/aid,677599/Dawn-of-War-II-Benchmark-review-with-25-CPUs/Reviews/
Resident Evil 5: http://www.pcgameshardware.com/aid,690488/Processor-benchmarks-with-Resident-Evil-5-Core-i7-reigns-Phenom-strong-Update-Lynnfield-results/Practice/

There's quite a few more at PCGH, just type "CPU bench" to get more hits and examples.   The ones above are mostly games that benefit from >2 cores.  Also, most UE3 games also scale very well with # of cores and core clockspeeds beyond 2 cores. 

What you'll notice is that many of these games are either console ports or multi-platform.  Some would say this makes them "crappy" console ports simply because they don't run as well on dual-core CPUs, but its really quite the opposite.  The games are optimized for more cores because their target platforms support many cores and multi-threaded efficiency, so those gains are easily ported to the PC as well.  You'll also see that most of the games listed above have a lot more going on in terms of AI, physics, simulations than older games which is a direct result of increased CPU capabilities from multi-core optimizations. 

Yes, I can see both of my cores working hard in Dirt 2 demo. I have forced that game with AA and AF to the max in Nvidia control panel and I'm still getting close to 40fps. in SLI It should be great for quads in DX11.

Dragon Age supports HT running 8 cores.