i can think of roughly 20 games that support 16:9, and i know there's around 40 that support progressive scan. On average, most EA Sports games support both, and most Nintendo games support progressive scan.
i don't have any experience playing games in progressive scan mode, so i can't comment on whether or not they automatically switch to 16:9 when played in progressive, although it seems like this would be an option left to the gamer to choose in options.
Check out Mingesium's Ultimate Game list (the link is in my sig). There's several progressive scan games on the list, and i believe several 16:9-compatible games.