A good amount of games still only fully utilize two cores.
But a lot are now using Four cores, and a couple are even now utilizing up to Eight!
More cores does NOT always equal more performance though. There are some other factors to consider.
The clockspeed PER core, and the IPC (instructions per clock). IPC means an older 2.4Ghz processor, can be slower than a Newer generation processor at 2Ghz because it processes more instructions per clock.
For instance, a prime example is Intel and AMD's newer generation processors.
The FX-8320 has 8 'cores' at 3.5Ghz
The i5 4440 has 4 cores at 3.1Ghz.
For an application that would fully utilize 8 cores such as media encoding, the 8 cores of the FX-8320 would crush the i5-4440.
However, for an application that would only use 4 cores, even with the i5 4440 being 400Mhz slower per core, its IPC is much higher. In this case the i5-4440 would lead with less cores.
Seeing as 99% of games use 4 cores, heck most still only use 2. In gaming scenarios the i5-4440 with HALF the core count of the FX-8320 would be faster. (For now)