smileygamer, what version of OS X do you have?  Did you have to upgrade X11 to get it to work?

i have snow leopard and no i didn't update anything

I have Spelunky running in OS X using CrossOver Games and some other stuff.  It's glorious. 



I'll write up instructions tomorrow. Until then, rejoice!

I also figured out how to play spelunky on a mac with crossover games. The trick is that you have to change the settings.cgf to the list of numbers "1,1,0,0,1,15,15" then when you make a bottle of it using crossover, it will be incredibly small and in the upper left hand corner, so you need to hold control and scroll up to magnify it. I think this is the best way to do it so far, and I know that it will work the same for wine with linux, so anyone wanting to play this game with a mac or linux try this out.

http://www.mediafire.com/download.php?wdt3giotkze here is a download for the people that want to try this out, it has the changed settings.cgf file so just replace this with the original one and spelunky away!