Advanced World War Sennen Teikoku no Koubou
Afterburner II
Airs Adventure
Astra Superstars
Azel Panzer Dragoon RPG
Baroque
Batsugun
Battle Garegga
Burning Rangers
Choro Q Park
Christmas Nights Into Dreams
Code R
Contra - Legacy of War
Croc - Legend of the Gobbos
Crypt Killer
Daisuki
Dark Savior
Daytona USA Circuit Edition
Daytona USA Championship Circuit Edition
Daytona USA Championship Circuit Edition Netlink Edition
Deep Fear
Die Hard Trilogy
Digital Dance Mix Vol.1
Duke Nukem 3D
Dungeon Master Nexus
Enemy Zero
Fantastep
Fuusui Sensei
Galaxy Force II
Greatest Nine '96
GT 24
G Vector
Initial D
J. League Go Go Goal!
Jungle Park
Magic Carpet
Manx TT Super Bike
Mechwarrior 2
Mystaria - The Realms Of Lore
Nights Into Dreams...
Nissan Presents Over Drivin' GT-R
Ochige Designer Tsukutte pon!
OoEdo Renaissance
OutRun
Panzer Dragoon
Panzer Dragoon Saga
Pebble Beach Golf Links
Planet Joker
Power Drift
Primal Rage
Quake
Rayman
Sega Ages Vol.1
Sega Rally Championship Plus
Sega Rally Championship Plus Netlink Edition
Sega Touring Car Championship
Sega Worldwide Soccer '98
Shining Force III
Shining Force III Premium Disc
Shining Force III Scenario 1
Shining Force III Scenario 2
Shining Force III Scenario 3
Shining the Holy Ark
Sky Target
Sonic 3D Blast
Sonic 3D Flickies' Island
Sonic Jam
Sonic R
Soukyuu Gurentai
Soviet Strike
Space Harrier
Syutokou Battle '97
Tama - Adventurous Ball in Giddy Labyrinth
The House of the Dead
The Lost World Jurassic Park
Touge King the Spirits 2
Virtua Cop 2
Virtua Racing
Virtual Kyoutei
Virtual Kyoutei 2
Winter Heat
WipeOut 2097
World Series Baseball II
This list, however, is far from complete as:
I have chose not to include games that don't have codes of 'E' and 'A' together, since having the latter on its own would mean that the game is compatible with the mission stick and/OR the 3D pad (according to the GameFAQs page on peripheral codes). I fully understand that the vast majority of games of this type will work with the analogue functionality of the 3D pad since most games don't use the mission stick anyway, but it's something I can't verify for each and every game.
I could not conduct text searches (with the 'Match case' function enabled) for games with peripheral codes ER, DE, LE, ME, PE, RE and TE, because there are instances of each that repeat throughout the page.
There will no doubt be many games that don't have peripheral codes of 'E' or 'A' but support the analogue feature anyway
Still, I think this list serves to illustrate the point that analogue support throughout the Saturn library is quite plentiful.