I was talking about tessellation, not parallax. Yes, parallax mapping is possible with OpenGL; I wouldn't say "supported by" because of the nature of how pixel shaders are written.
It can create some pretty awesome effects, I especially like the cobblestone in crysis and the staircase in Mass Effect, hard to believe its a flat plane.
As for the cobblestone, that's using parallax occlusion mapping, which is something slightly different and even more expensive.
my bad, i meant tesselation... All links are about tesselation :)
Unfortunately i'm not very familiar with opengl and cg programming, so i can make these silly mistakes, pardon.
No need to apologize. Also, while the first two links are about tessellation as a technique to increase detail, the third is about an entirely different kind of tessellation.