Excite Truck and Endless Ocean 1 use SD for custom music (As in, you had music on the SD card, and you could play it while playing)
Pokémon Rumble and Endless Ocean 2: Blue World also uses it for storing pictures (EO2 sadly does not have custom music).
I can't remember more... I thought Blast Works did have SD use, but it sadly does not.
I see it's kind of hard to research this exact topic, as what you get with SD+Wii on google is tons of links for "how to play wii games with your sd card". Ugh...