There is already an excellent thread on people's experiences running games from GOG under linux using Wine ([url=]http://www.gog.com/en/forum/general/gog_games_that_are_working_fine_with_linux_wine/13[/url]). But a few of the games on here have had source ports and can also be run on Linux natively.
The most active projects seem to be:
Freespace 2 (and Freespace 1 ported to the new engine) - [url=]http://scp.indiegames.us/[/url]
Descent 1 & 2 - [url=]http://dxx-rebirth.de/[/url]
(I know that there are other source port projects for these games, but these seemed to me to be the most well-maintained)
There is a source port for Jagged Alliance 2 ([url=]http://ja2.dragonriders.de/[/url]) but it is unclear to me whether or not this will work for Unfinished Business (I have a feeling that it will with a bit of work copying/renaming files).
It is also worth mentioning that Descent 3 and Shogo: Mobile Armour Division are/were available on TuxGames ([url=]http://www.tuxgames.com[/url]), but the linux binaries were apparently never released for download.
If you want to try any of the source ports and would like some help let me know. I haven't tried any of the source ports for these games, but I have a bit of experience getting uncooperative games running on Linux :)
Also, if there are any games in the GOG catalogue that I've missed please post them.