Gears of War 4, Forza Horizon 3 and ReCore are all up for sale in the Microsoft store. ReCore is up first, launching on September 13th; you can pre-order it for $39.99. Forza Horizon 3 comes later in the month on September 27th for $59.99, and Gears of War 4 launches on October 11th for $59.99.
Play Anywhere goes beyond just the ability to play the game on either your PC or Xbox One. All your game progress carries forward across platforms, including save states and achievements. So if you've been gaming on the couch and need to pick it up later on your PC, you'll be able to continue the game right where you left off. And in multiplayer games like Gears of War 4, multiplayer extends across platforms, so Xbox One players can match up with PC players with no issues.
If these games aren't to your liking, Microsoft's site has a page containing other Play Anywhere titles that'll be coming down the line, including Sea of Thieves, Halo Wars 2 and Scalebound. As for future games, Microsoft originally said that every game from Microsoft Studios would be a Play Anywhere title, but it has waffled a bit since then -- we'll just have to wait and see how well Microsoft is able to fulfill the potential of Play Anywhere.