Classes that matter: Finance (any banking job), Accountancy (banking, research), Strategy (Consulting).
They are about the only three you may ever get asked for, and it really is limited to that. Some may never ask (S&T never did), but bankers said that questions were asked in interview.
A few firms ask for GMAT (Big 3 Consulting, Big Banking).
The reason you don't see GPAs on resume's is because they are hidden under different things. At NYU, you will see people who are Stern Scholars (1st year GPA high enough - I forget if it is above 3.8 or in the top 10%), then there are individual academic scholarships that signal you don't arse about all the time.
Some employers will care about this, some couldn't care less. I would argue a high GPA never did anyone any harm. Outside the core classes, it would be embarassing to get low grades in key classes related to your career path - the firm may ask for your transcript out of formality, and if it is there, then people learn.