Even though most games wont run natively on Ubuntu there is still a sizeable number that runs flawlessly on it thanks to the almighty Wine. The Wine app database lists a few games that run flawlessly on Ubuntu or any other Linux distribution for that matter and assigns a rating for them based on precious metals.
http://ubuntumanual.org/posts/381/top-windows-games-that-run-flawlessly-in-ubuntu-using-wine [14]
Links:
[1] http://www.linuxfoundation.org/tags/counter-strike
[2] http://www.linuxfoundation.org/tags/day-defeat
[3] http://www.linuxfoundation.org/tags/final-fantasy
[4] http://www.linuxfoundation.org/tags/games
[5] http://www.linuxfoundation.org/tags/guildwars
[6] http://www.linuxfoundation.org/tags/half-life-2
[7] http://www.linuxfoundation.org/tags/left-4-dead
[8] http://www.linuxfoundation.org/tags/lord-rings
[9] http://www.linuxfoundation.org/tags/starcraft-ii
[10] http://www.linuxfoundation.org/tags/team-fortress-2
[11] http://www.linuxfoundation.org/tags/ubuntu-games
[12] http://www.linuxfoundation.org/tags/warcraft-iii
[13] http://www.linuxfoundation.org/tags/wine
[14] http://ubuntumanual.org/posts/381/top-windows-games-that-run-flawlessly-in-ubuntu-using-wine