Here is a list of every game (that I know of) that has Wi-Fi Connectivity.
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Red means USA only, Blue means Japan only, and Green means USA and Japan.
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Animal Crossing: City Folk
Battalion Wars 2
Blast Works: Build, Trade, Destroy
Dr. Mario Online Rx
Dragon Ball Z: Budokai Tenkaichi 3
Endless Ocean
FIFA 08
Final Fantasy Crystal Chronicles: My Life as a King
Final Fantasy Fables: Chocobo's Dungeon
Geometry Wars: Galaxies
Ghost Squad
Guitar Hero: Aerosmith
Guitar Hero III: Legends of Rock
Hooked! Real Motion Fishing
Jikkyou Powerful Pro Yakyuu Wii Ketteiban
Jissen Pachi-Slot Pachinko Hisshôhô! Hokuto no Ken
Kotoba no Puzzle: Mojipittan
Lonpos
Madden NFL 08
Mario Kart Wii
Mario & Sonic at the Olympic Games
Mario Strikers Charged
Medal of Honor: Heroes 2
Momotarou Dentetsu 16
MX vx. ATV: Untamed
NBA Live 08
NiGHTS: Journey of Dreams
Nitrobike
Octomania
Oekaki Logic
Pokemon Battle Revolution
Pop
Pro Evolution Soccer 2008
Rayman Raving Rabbids 2
Simple Wii Series Vol. 1: The Minna de Kaato Rissu
Simple Wii Series Vol. 2: The Minna de Basu Duri Taikai
Simple Wii Series Vol. 3: The Casino Party
Simple Wii Series Vol. 4: The Shooting Action
Simple Wii Series Vol. 5: The Burokku Kuzushi
Simple Wii Series Vol. 6: Waiwai Konbatto
Sonic Riders: Zero Gravity
Star Soldier R
Super Smash Bros. Brawl
Trauma Center: New Blood
We Love Golf!
Wii Chess
Yakuman Wii