WineX 3.0 is out. TransGaming's user-sponsored Windows gaming library emulation for Linux project lets you run many popular Windows games without Windows. I'm happy to be a paying subscriber to TransGaming (you don't have to pay to get the software, it's GPL), but I have yet to get a game to work fully. I can't say I've tried that hard, but it's notable that it isn't as easy as one would hope.