We checked into OKW on Superbowl Sunday in '03. Reportedly every resort does have a big screen in the lobby or some other common area on game day. The "festivities" at each individual resort probably depend on the resort itself and quality of fans that choose to take advantage. The lobby at OKW isn't really big enough to host much of a gathering. But I bet the Turf Club at SSR will be hopping.
The ESPN Club does throw a nice bash, but I understand you need to arrive VERY early if you want a table for the game.