Something like Wine, yeah. Darwine, a Mac version of Wine. I can get most things to work about 90% in it. GameMaker has a few glitches (crippling ones... I'll have to wait for a newer version of Darwine to use it), such as not being able to put in Step events (the popup won't show up), and some small text being mangled beyond recognition, and the fact that when playing a GM compiled game, it gets up to the end of the loading bar and then crashes.
But its a good start. I can run most other Windows apps too, but Darwine doesn't seem to like games too much right now.