well, an awful lot of games work with Mac if you use Wine or Crossover. I don't know if Cedega works for Mac. But you'd be surprised at how well it works.
The only FPS-RPG I know works with Wine is New Vegas, which works beautifully, even with mods and NVSE. Only caveat is that Archive Invalidation doesn't work, and the NMM variety is out because NMM doesn't work with Wine and is only native on Windows.
I'd wager that Deus Ex 1 & 2 at least, Oblivion, Skyrim and Morrowind work beautifully. Fallout 3 as well. Usually the big games get the most work into Wine compatibility.