The following games had rumble:
- Drill Dozer
- Mario & Luigi: Superstar Saga
- Pokémon Pinball: Ruby & Sapphire
- Shikakui Atama wo Marukusuru Advance: Kokugo Sansu Rika Shakai
- Shikakui Atama wo Marukusuru Advance: Kanji Keisan
- Summon Night Craft Sword Monogatari: Hajimari no Ishi
- Super Mario Advance 4: Super Mario Bros. 3
The only cartridges that had rumble mechanics built into the cart are WarioWare: Twisted! (which is probably infeasible to support properly on MiSTer) and Drill Dozer (which is in that above list anyway).
This is a feature supported by most modern controllers (i.e., what most people will probably connect to their console). While it's a somewhat superfluous effect and I doubt the MiSTer has rumble drivers for supported controllers anyway, it would be a nice feature of see available, and given that they all support rumble through the GC controller (rather than bespoke cartridge hardware) should have some sort of predictable protocol for sending rumble signals.
Obviously this isn't a crucial feature -- nothing is lost by the lack of it -- but it's one of the few cases of a console feature (well, sort-of) that isn't currently supported by the MiSTer.