http://wiki.winehq.org/MacOSX
Yeah, it's a bit shame. But because Mac isn't a open-source so..
I'm playing CSS, Garry's mod, Hl2 ep2, TF2 and Oblivion just fine trough Wine

I also have Fallout 3, but it currently has some issues with Wine. Hopefully when they get fixed Oblivion framerate will go up as they use same engine. Oblivion gets pretty poor FPS in Wine, but is playable.
I have also played many little games you get off net, some old games and FFXI, Last Remnant Demo, PCSX2 Emulator (Just testing does it work better than native one with windows plugins

) and some other random apps and games.
Usually most of windows app i throw at Wine works fine. Latest games usually has issues, but its only a good thing because it helps make wine better.
Also Wine does not support games that use rootkit protection, because rootkit needs the kernel to be there, so you wont be playing any Gameguard or Xtrap protected games, which is kinda sad because those protection systems are just crap and are why they wont work under Wine
I would like to play Gunz in official servers. (It has reported to work in private servers that does not use the gameguard)
//Edit
In example running DBPro app "Shape 2 Demo" in latest Wine 1.2
I made it run on Virtual desktop so you see i'm running it on linux as this application seems to start up fullscreen otherwise
http://flare.xenmedia.org/uploads/Shape2.png
Theres only some DBPro apps that haven't worked for me and those usually used some extrenal DLL's also older version of Wine had resolution problems with DBPro apps.