There's a list on reddit of games that will be impacted by the upcoming shutdown of GameSpy services (thanks PC Gamer). Here's the list of games they say are definitely affected:

Arma (Source)
Arma: Cold War Assault (Source)
Arma 2 (Source)
Arma 2: Free (Source)
Borderlands
Dungeon Defenders [PS3/Non-Steam] (Source)
Halo: Combat Evolved
Saints Row 2 (Source)
Star Wars Battlefront
Star Wars Battlefront 2
Stronghold 2 (Source)
Stronghold Legends (Source)
Take On Helicopters (Source)