The title basically sums it up but I have an openid from myopenid, I am just curious if the record each time I use it.
In all likelihood, yes.
When someone attempts to log in to Super User with the OpenID "example.myopenid.com", Super User must contact MyOpenID and ask them to authenticate the user. MyOpenID will verify that they really are the owner of "example.myopenid.com", then return the result back to Super User.
Therefore, an identity provider (MyOpenID) knows each time a relying party (Super User) makes an authentication request.
Of course, nothing requires Super User to actually contact MyOpenID before logging you in as a particular user, but then it wouldn't really be using OpenID at all.
usually they do. also because it is a useful information for the user itself. this way you can see where the ID was used to log-in.