Ok native games that I can think of off the top of my head.
There are probably more but thats all I can think of atm. Yes they cost money - if they are commercial games , what did you expect? VMware performs badly with games - since it hase no 3d support that pretty much kills any of the new games. You would perhaps be better off with winex or wine than VMWare for games.
A couple of non commercial games I like are
Vendetta (seriously everyone should check this out)
Legends (Based on tribes engine)