Sometimes you might need the Windows game files from a game on Steam, possibly for running it in an open source game engine that supports Linux. It can usually be tricky, but a little script called "steamget" from Icculus can help.
The Infectious Madness of Doctor Dekker, a Full Motion Video game about solving murder whilst dealing with the unusual patients of the recently deceased Doctor Dekker.
Knightfall is a simple top-down action RPG that recently added Linux support. The game uses a reduced vision mechanic, so you cannot see far at all, to force you to react quickly.
I was quite impressed with The Spatials: Galactology when I tried this Early Access space station sim in August of last year. It's had a lot of new stuff since then too.
Death Point is a new top-down action and stealth game from Andiks LTD, it recently released with Linux support. Always on the lookout for a new stealth game, I couldn't pass it up.
Regions Of Ruin, a 2D pixel side-scrolling RPG with town-building that the developers say is what you would get if the game Kingdom met a broad, skill based open world RPG. It seems they are in need of a bit of Linux user help.