Chessgames.com
http://www.chessgames.com/perl/explorer
1.e4 -- 185,539 games
1.d4 -- 131,477 games
1.Nf3 -- 33,695 games
1.Nc3 -- 515 games
1.Nh3 -- 7 games
1.Na3 -- 4 games
As you can see, (with the execption of Nf3) moving the knight is a somewhat uncommon first move........
as for openings involving knights all of them do, as every opening will seek to develop all its minor pieces at somepoint....
None the less a few ideas for the knights....
Kings Indian attack
1 Nf3 d5 2 g3 c5 3 Bg2
Alekhine's Defense
1 e4 Nf6
Grunfeld Defense/ Nimzo-Indian
1 d4 Nf6 2 c4 g6 3 f3 d5
1 d4 Nf6 2 c4 e6 3 Nc3 Bb4 4 e3 c5
Two Knights Defense
1 e4 e5 2 Nf3 Nc6 3 Bc4 Nf6
Three Knights/Four Knights
1 e4 e5 2 Nf3 Nc6 3 Nc3
1 e4 e5 2 Nf3 Nc6 3 Nc3 Nf6
......the list goes on
I believe that both the Scotch and the Guico Piano (italian game) have 4 knight variants with knights on c3, f3, c6, f6.
Edit: Come to think of it, the english has such a variant as well, though I am not sure it is callend the English 4 knights game...
Edit 2: for opening names and some sample games, check out
http://chess-ref.org/openings.php?letter=P