I have tested several games and surprisingly later Wii racing games had Analog trigger support. But earlier games doesn't even support Classic Controllers.
Dirt 2: Analog triggers work
GT Pro Series: Wii Remote only
MotoGP: Doesn't support Classic Controller
Need for Speed - Carbon: Doesn't support Classic Controller
Need for Speed - ProStreet: Doesn't support Classic Controller
Need for Speed - The Run: Analog triggers works as digital input
Need for Speed - Undercover: Analog triggers work
Need for Speed - Nitro: Analog triggers work
Need for speed - Hot Pursuit: Analog triggers work
Trackmania: Supports classic controller but A is gas. So digital input only
NewoZero: Analog triggers work
Rotozoa: Analog triggers work
F1 2009: Analog triggers work