ShiVa will offer a native linux support in the near future (see my sig).
Michael_Schwarz runs Acknex in Cedega, which is more or less an enhanced WINE, at acceptable framerates, there are lads out there who play oblivion in cedega...
another possibility would be virtualizing the WINos through xen (SuSE, full/true virtualizing through AMD Pacifica virt. tech. or the Intel equivalent) or virtualbox (not as speedy).