No, from running xosview while playing a ton of steam games, I can say games do not use more than 2 cores. For example, KSP uses one core, then a tiny bit of another for mods like MechJeb. The new Oddworld uses 2 cores pretty heavily, but nothing else does. (note: I don't play FPSes, so I have no data on things like Modern Warfare or Call of Duty. I mostly do "sandbox" games.)
The rest of my 8 threads sit there idle.
I was interested in this because I wanted to see where the bucks I spent on my machine and my graphics card were being used.
However, video editing tools avidemux2 just munch on all the cores when transcoding as ffmpeg is written to use multiple cores well.