I tried to get a similar list in my thread here:
http://forum.arcadecontrols.com/index.php/topic,137467.0.html but it turned into a sh*t storm...
I haven't tested any of these but they're worth looking into
in any case it seems a lot of the earlier NFS games on PC support LAN:
The Need for Speed Special Edition
Need for Speed II Special Edition
Need for Speed III: Hot Pursuit
Need for Speed: High Stakes/Road Challenge
Need for Speed: Porsche Unleashed
Need for Speed: Underground (with LAN Patch)
Need for Speed: Underground 2 (with LAN Patch)
Need for Speed: Most Wanted (2005) (with LAN Patch)
Supposedly everything after the 2005 MW is online only, as is Hot Pursuit 2. The non-SE versions of the original 2 NFS supposedly didn't support it either.
Race Driver Grid does support LAN but Grid 2 does not
I don't know if the Dolphin emulator has LAN functionality but the only GC Racer that has LAN support is Mario Kart Double Dash (there are no Wii games that support LAN, Nintendo made it online only) All 3 of the TriForce racers: Mario Kart GP and GP2 as well as F-Zero AX should have LAN capabilities if the Dolphin Emulator supports it.
PS2 Driving games with LAN support: (not sure if PCX2 supports LAN but here are the games I know about)
ATV Offroad Fury 2
ATV Offroad Fury 3
ATV Offroad Fury 4
Burnout 3 Takedown
Colin McRae Rally 2005
DTM Race Driver 2
Gran Turismo 3 A-spec (via "iLink" whatever that is)
Gran Turismo 4
Hot Wheels Stunt Track Challenge
IndyCar Series 2005
Juiced
Midnight Club 2
Midnight Club 3: DUB Edition
Midnight Club Dub Edition - Remix
MotoGP 4
MTX - Mototrax
Nascar Thunder 2004
OutRun 2006
Street Racing Syndicate
Toca Race Driver 2
Toca Race Driver 3
Twisted Metal Black Online
Xbox and Xbox 360 haven't been emulated yet but here is a list of drivers that should support LAN if you wanted to run the consoles themselves or if they do ever get emulated:
Original Xbox Driving games with LAN support:
Colin McRae Rally 2005
Corvette
Crash Tag Team Racing
DTM Race Driver 2
FlatOut
Ford vs Chevy
Forza Motorsport
Hot Wheels: Stunt Track Challenge
IndyCar Series 2005
Juiced
Midnight Club 2
Midnight Club 3: DUB Edition
Midtown Madness 3
Moto GP
Moto GP 2
Moto GP 3
MTX Mototrax
NASCAR Heat
OutRun 2
Outrun 2006
Project Gotham Racing 2
RalliSport Challenge 2
SegaGT Online
Street Racing Syndicate
ToCA Race Driver 2
Toca Race Driver 3
ToCA Race Driver Live
V8 Supercars 2
Xbox 360 Driving games with LAN Support:
Baja 1000
Baja: Edge Of Control
Blur
DiRT
Dirt 2
Dirt 3
F1 2010
F1 2011
Forza Motorsport 3
Forza MotorSports 2
GRID
Midnight Club: Los Angeles
MotoGP 06
MX vs ATV
MX Vs ATV Reflex
Project Gotham Racing 3
Project Gotham Racing 4
Race Pro
Stuntman: Ignition
EDIT: For Completeness here is PSP and PS3
PS3 driving games with LAN support:
Blur
Burnout Paradise
DiRT
DiRT 2
DiRT 3
F1 2011
Formula 1 Championship Edition
Grid
MotorStorm
MotorStorm: Pacific Rift
Ridge Racer 7
Twisted Metal
PSP driving games with LAN support:
ATV Offroad Fury: Blazin' Trails
Burnout Dominator
Burnout Legends
Cars: Race O Rama
Colin McRae Rally 2005 Plus
Colin McRae: DiRT 2
Crash Tag Team Racing
Crazy Taxi Fare Wars
Driver 76
F1 2009
Flatout: Head On
Ford Off Road
Gran Turismo PSP
Initial D Street Stage
Juiced 2: Hot Import Nights
Midnight Club 3: DUB Edition
Midnight Club: LA Remix
ModNation Racers
MotoGP
Motorstorm: Arctic Edge
MX vs ATV Unleashed on the Edge
MX vs ATV Untamed
Nascar 07
Need for Speed Carbon Own the City
Need for Speed Pro Street
Need for Speed Underground Rivals
Need For Speed: Most Wanted
Need For Speed: Undercover
Outrun 2006: Coast to Coast
Race Driver 2006
Ridge Racer
Ridge Racer 2
Sega Rally Revo
Split/Second
Test Drive: Unlimited
TNT Racers
Twisted Metal: Head-On
Wipeout Pulse
Wipeout Pure