It really depends on the game. Most GC games (especially first party Nintendo titles) don't afaik.
From the top of my head ones that do let you change to English:
- Melee (possibly Kirby Air Ride as well)
- Sonic Heroes, and most likely every 3D Sonic game on GC
- Star Fox Assault
All of those will probably default to Japanese though, so you'll need to go into the game settings to change it to English.