The following games will run without Steam, due to being DOSBox games: <span class="bold">Death Rally (Classic)</span> <span class="bold">Little Big Adventure 2</span> <span class="bold">Little Big Adventure - Enhanced Edition</span>
(Note: The Enhanced Edition itself [which is a native Windows app] will refuse to run without Steam, but the pack also includes the original DOSBox version, which works fine).
In addition, even though it's mentioned in the list, I have been unable to run Serious Sam II
without Steam. I suspect that it might have indeed worked when the game used Gamespy for online multiplayer, but it changed when the game switched to Steamworks.
Finally, the Death Rally
entry in the list is linking to Dead Sky's storepage, instead of its own: Death Rally
All tested on Windows 7-64 bit.