Depends on the game.
Some have a set of hard coded resolutions and there is little you can do about it, but the ones that use well designed 3d engines can often be configured to use any custom resolution your system can handle.
For example, I get mohaa and cod (both based on the quake3 engine) to run in a 1360x768 widescreen resolution by using the console and keying :
seta r_customwidth "1360"
seta r_customheight "768"
seta r_mode "-1"
vid_restart
These games seem to hold on to the last used configuration so as long as you don't use the game options menu to reset the video mode they will start up at this resolution every time you run the game app.
A good site for info re. games with customisable resolutions is
www.widescreengamingforum.com.