As it turns out you can run the GoG version of Unreal Tournament 2004 natively on Mac OS X by injecting the full game's files into the official demo and a few little tricks. The original guide can be found here, but I think it's a good idea to include it here as well so more people can find it. I can confirm that it does work on Mac OS X 1.8 Mountain Lion. I'd appreciate if this thread got pinned.
What you need:
The full game (retail or GoG, shouldn't matter, I used the GoG version), the Mac demo, the latest Mac patch for the full game (important!) and a way to install the Windows version. You don't need to be able to run it, just to install it. Use a Windows machine, Bootcamp, a virtual machine, Wine, Crossover or Wineskin. Personally I recommend Wineskin as you can just throw your wrapper away after you're done. When you have everything ready we can start the procedure
Step 0: Preparations
Get the demo and the patch from the internet, they should be easy to find with a quick google search. The version of the patch I used was 3369-2, which should be tha latest one to my knowledge. Install the Windows version in any way you want, we just need the game files and we will need to be able to look into the registry. Put the Demo and the patching application somewhere on your hard drive, the desktop should be good for now. Don't worry if the Demo won't run on Lion or Mountain Lion, we will take care of that later
Step 1: Renaming (yes, this is important as well)
Rename the Demo to Unreal Tournament 2004, you need to strip the "Demo" out of the name. Right-click the demo and choose Show Package Contents to see the application's contents. Each Mac application is a bundle of various files. Go to Contents -> Mac OS and rename the file to the same name as the app itself.
Step 2: Injection
Again, right click the demo > Show Package Contents. You will see various folders related to the game. You goal is to replace each folder's contents with the full game's contents. If a file already exists replace it with the full version.
Step 3: Patching
The demo is a pure Power PC application and won't run on Lion or any newer version of Mac OS X. The official patch however adds Intel code, making the game run again. Launch the patch application, say you will browse to the game's location yourself, do so and continue despite possible warnings. This will take a while but the patcher will finish eventually. Your game will now be able to run
Step 4: CD Key
You still need to insert your CD key. If you have a retail copy you know where it is, if you have the GoG version you need to find the key in the registry of your Wine setup, BootCamp partition or whatever you used. Navigate in the registry to HKEY_LOCAL_MACHINE/Software/Unreal Technology/Installed Apps/UT2004/CDKey.
Now launch TextEdit, create a new plain text file (not rich text, you can use TextEdit -> Format -> Plain Text), type in your key (with all the hyphens) and save the file as "cdkey" without any extension (seriously, no extension; go to Finder Preferences -> Advanced and check the option to show file extensions, then make sure the file has none). Right-click your game (the former Demo) -> Show Package Contents -> Systems. Move your cdkey file in there
Step 5: Play
Now try out your new native Mac version of unreal Tournament 2004! You can now throw the patcher and the installed windows version away.
Mods work with the Mac version but you will have to use the terminal to launch them. There are some tools floating around the internet, but I haven't come across any that still work (being Power PC apps). Technically it shouldn't be hard to write a new mod launcher, it just needs to automate a few terminal commands. I'm assuming for the following steps that you are not familiar with the Unix terminal.
You can find the terminal under Applications/Utilities, it will open up a text-based promt. The first thing you always need to do is right-click the game app -> Show Package Contents, then type into the terminal "cd " (without the quotation marks and with the space), then drag&drop the game's "system" folder into the terminal window (this will copy the folder's path into the terminal window) and hit return (this will browse into the game's system directory). The next step depends on what you want to do...
Install Loose Mods
Mods like Alien Swarm come with a few folders and the readme tells you to put them into your Unreal Tournament 2004 directory. In our case that would be the contents of the app. Alien Swarm comes with three folders: AlienSwarm, Music and System. Just drag the main folder (AlienSwarm) in the app's root. The other two folders already exist, so instead of replacing them you need to merge their contents. This means you open AS's Music folder and put the files into the game's Music folder. The same for system.
You are now done and can launch the mod (unless the instructions tell you otherwise)
Install Bundle Mods
Mods like Damnation come as one single file, usually with ut4mod as an extension. These files need to be properly unpacked and installed by the game. Unlike the above you will need the terminal, but it will all be done in one go.
Type into your terminal (after followind the instructions under About Mods) "./ucc-bin umodunpack -x " and then drag&drop your mod file into the terminal Window. It should look something like this:
"./ucc-bin umodunpack -x /Users/myname/Desktop/Awesome_mod.ut4mod"
Hit return and wait for the process to finish. Your mod files will be under ~/Library/Application Support/Unreal Tournament 2004 in case you are interested. You can now launch the mod.
Again, follow the instructions from About Mods, then type into your terminal "./ut2004-bin -mod=ModName" where ModName gets replaced by the name of your mod (like AlienSwarm or Damnation). The game should boot up a few seconds after that.
Supposedly you should be able to launch mods from the main game as well by going to Community -> Mods, but I haven't found that to work.