The Winnipeg Blue Bombers have the most Grey Cup Game appearances. Beginning in 1935, they have played in 24, winning 10 and losing 14.
Edmonton Eskimos are in second place, having appeared in 22 Grey Cup games since 1952, winning 13 and losing 9.
Toronto Argonauts played their first Grey Cup Game in 1914, and are tied with Edmonton in appearances with 22, but first in wins with 16, against only 6 defeats.
Note1: The two appearances by Edmonton teams in 1921 (Eskimos) and 1922 (Elks) were not included, because there is not a direct link to the present team. The same can be said for the 1925 appearance of the Winnipeg Tammany Tigers.
On the other hand, the 1935 victory of the Winnipeg 'Pegs was included, because there is a direct link to the present team.
Note 2: The above information is the subject of some controversy. Hamilton Tiger-Cats do have a legitimate, but as yet unrecognized, claim to both the most appearances (25).
There are direct links to today's Tiger-Cats from three earlier Hamilton teams: the Alerts, the Tigers, and the Wildcats (sometimes called the Flying Wildcats). All three teams won Grey Cup Games. Those three teams merged over a period of time to become the modern-day Hamilton Tiger-Cats.
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It was Lui Passaglia with 408 games played in the CFL. It's on Wikipedia.org under CFL records.