Well, it could only be done with fixed function vertex/pixel pipeline with untransformed vertices. So, basically DX7 and earlier because from DX8 onwards, the majority of games I've come across have been shader based. And the majority of DX7 and earlier ones do their own vertex transformation.

So, I'm afraid there aren't many games that use the D3D fixed function pipeline along with bump mapping. The situation is very similar to the case of Phong shading. I realized that it's only applicable in a handful of games and not even all of them looked cool with that.