Cannonlake, IceLake, and TigerLake support it. Cannonlake was largely irrelevant; nevertheless, Intel has made an effort to support AVX512 on client cores at the design level. Sadly, they're struggling to produce and sell any of those designs. Golden Cove represents the fourth generation of Intel cores to support AVX512 across their entire product lineup.
Cannonlake, IceLake, TigerLake and Cascade/CooperLake do not support the same subset of AVX512 extensions - it is a big mess in AVX512-land. I do not see any general software will be picking up anything else than the common denominator, which is AVX512 F/CD.
And even then, with AMD not supporting AVX512 it is just a waste of die space - making it even harder for Intel to compete with AMD.