Steam
You can find everything on running Steam games on Linux on the website Steam Games On Linux
Here is a small list of all the games that work:
Alien vs. Predator 2010
Battlefield 2: Complete Collection
Bioshock
Call of Duty 2
Call of Duty 4: Modern Warfare
Command & Conquer 3: Kane's Wrath
Command & Conquer 3: Tiberium Wars
Command & Conquer: Red Alert 3
Counter-Strike: Source
Day of Defeat: Source
Far Cry
Far Cry 2
Half-life 2
Left 4 Dead
Left 4 Dead 2
Max Payne
Max Payne 2
Neverwinter Nights 2
Portal
Sid Meier's Civilization IV
Sims 3
Team Fortress 2
The Elder Scrolls IV : Oblivion GOTYE
Rift