From my experience, it largely depends on how online multi-player is handled. Things that require game-specific accounts or have drm tied to an account like steam, it won't work. But a lot of stuff on console works fine since it's presumed that the anti-piracy has already happened. I play plenty of pirated games online on 3ds, Wii u, and psvita
I’d bet anything that uses p2p connections instead of a central server would work, or games where self hosting your game server is an option.
Anything that requires hitting a server owned by the studio is going to check your license
save