Some users have found success with using CrossOver Games to run the Windows version of Spelunky for quite a while now, but the release of a Mac port of Spelunky (using the Game Maker for Mac software) should be terrific news for Mac users everywhere. The author of the porting project Leon Arnott (also responsible for porting a whole bunch of cactus, auntie pixelante and messhof's games) says that the Mac release is one version older (1.0 instead of 1.1) and doesn't support window switching properly, otherwise everything else is essentially the same as what Windows OS owners have been playing on their systems for the past two years or so.

If the CrossOver Games method works for you, then great - best to stick with that. If not, then do grab Leon's port before the expected heavy traffic from other Mac users bring his site down to its knees. The download link for the Mac version of Spelunky 1.0 is available from this page.