Just to expand on what I wrote earlier for the issues I've had:
GOG installer seems to work OK, but cuts out near the end with an error, though the game seems like it's installed fully. The /nogui option wasn't much better for me, as after clicking next to start the installation, the install dialogue shows a blank area. Clicking next again seems like it causes the install to finish early after briefly showing a progress bar.
To make the game launch you have to install d3dx9_36 (e.g. using winetricks or playonlinux), however, this still leaves you without sound, which in turn causes other problems like the intro not working properly. Once you start the first level for example, your character exits the car before he's supposed to leaving you trapped outside of the playable map area behind an invisible wall.
To fix that, you can download the audio codec the game needs from here:
acoustica.com/plugins/wma-install.htm (file should be wmfadist.exe).
Download from the link for the Windows 98/200/ME version. Don't run it, just extract l3codeca.acm and put a copy into F.E.A.R.'s main folder and also in your wineprefix Windows/system32 folder.
This fixes the sound issue (which also occurs under Windows for some) but that's as far as I can get. Occasionally the game will just crash on the main menu, refuse to start single player with a "disconnected from server" error or will hang on the first mission after getting out of the car. The game seems to keep corrupting its saves too which also causes it to hang on startup every so often. Deleting the folder where the game stores its saves and user config files will fix this, but leaves you with all progress lost.
Attempted this with multiple wine versions (1.7.34, 1.7.34 with gallium-nine, 1.6.2) and clean wineprefixes. I get a sense my errors are starting from the installer not quite working correctly, considering the lack of sound and lack of audio codecs the game requires.
Post edited February 20, 2015 by ModplanMan