Has anyone had luck getting Thief 3 to run, via Wine or something similar (I'm not going to install Windows), on a recent (2011/2012) Macbook Air? I've got a 2011 model with the 1.6Ghz Intel Core i5 and 4gb of ram. I've been able to play a game like Battlefield 2 on reasonably high settings with very playable frame rates, so I'm wondering if Thief 3 would also work.

It works fine for me with WINE on Ubuntu. Performance is quite good, comparable at least with the Windows performance. There's one issue with black blocks showing up in the video textures, but that's easily fixed if you're comfortable with a hex editor. If your Mac has Intel graphics then the most likely problems would probably be caused by the driver for that - can't help you there, unfortunately.

If you do try it, I'll recommend my patch here, which will give you some extra functionality.