The first update came for Pandora which added multitasking support allowing users to listen to music in the background while they worked with other apps on the foreground. However, the multitasking on Pandora will only work on supported devices, which include iPhone 3GS and certain iPod Touch devices. However, you can jailbreak iPhone to activate multitasking and wallpaper support on earlier versions.
You can download the Pandora app from iTunes here, or use the App store to update to the latest version of Pandora.
Another major app which got an update for iOS4 support is WordPress, the new WordPress 2.5 includes support for fast app switching and also for the iPhone 4 retina display. Other major enhancements include bug fixes and performance enhancements. You can read more about WordPress 2.5 for iPhone here or download it from here.