You can play lots of games using a highly tweaked version of Wine known as Cedega. You can also check whether the game you like is supported by Cedega or not from the games database
http://cedega.com/gamesdb/
If the game you want to play is supported, then you have two options. Either you can subscribe to Cedega for $5 per month to get pre-packaged installable files for your distro or you can check out Cedega's CVS tree and compile it for free.
http://www.transgaming.com/download.php
Since you have specifically talked about NFS, then it should be mentioned that NFS Carbon is currently supported by Cedega's latest version i.e. 6.0
http://cedega.com/gamesdb/games/view.mhtml?game_id=4573