DOA4 is 4 player 2 on 2 tag teams
Rumble Roses also allows for 4 players at once
I haven't played any of the sports games but I would assume they're all 4 player on screen at once.
I've heard the Outfit supports 4 players split (but I've also heard that game sucks

)
Burnout Revenge can only do 2 player split screen however certain modes will let you play up 6 or 7 where you take turns and pass the controller around.
American Wasteland MIGHT do 4, though I'm not sure and I don't have the game anymore to check.
I also think GRAW does 4 locally, though I've never played it so I can't comment.
Amped 3 only does 2 player (and very limited at that)
Kameo only does 2 player split screen
Blazing Angels does 2 play split
Dynasty Warriors does 2 player split
Fight Night does 2 players at once
Full Auto only does 2 player split
NFS MW only does 2 player split
Far Cry has no local multi
Quake 4 has no local multi
FFXI has no local multi
Ridge Racer 6 has no local multi
King Kong is single player only
Tomb Raider is single player only
Condemned is single player only
Oblivion is single player only
As for XBLA games
Both Wik and Gauntlet allow for 4 player on the screen at once. Banshot Billiards supports up to 3 players, but they're all pool games so you could litterally multiply the players and do "teams"
all the other XBLA games either support 2 players or no local multi.