The following games support a resolution of 2880×1800 (note that only games detailed on this site will be included in this list).
In general, you should have some form of light antialiasing enabled, but not supersampling (SSAA) as this will cause the game to render at an extremely high resolution. You’ll also need vertical sync (v-sync), or you’ll get lots of tearing or flickering. Specific notes on how each game runs in retina resolution is available at the bottom of the game’s page.
See this post if you are seeing only part of the game area on your screen.