That list is probably complete. Zapper support for Nintendo meant that the game controls were designed to take into account that the remote and nunchuk couldn't be moved around or shaken separately.
Any game will support it but if the controls are designed so that, say, you shake the nunchuk to throw a grenade and shake the remote to reload then you're going to end up throwing grenades while you're reloading.
The Wii is unique in that its standard controller can be used as a gun controller.
Though a number of Wii games do not support these capabilities, those which do form an exhaustively long list of games, many of which have no resemblance to traditional light gun games.
Thus, this section will only include games that either explicitly support the Wii Zapper or are rail shooters in nature.
Virtual Console ports, such as Operation Wolf, have thus far not included any amount of light gun support.
It implies that there's a vast amount of games that make use of the gun accessory, but to long to list.
If anyone spots a game missing from those lists, please do name them here.