This has got to be my favorite Resident Evil of all time (disagree if you must but I love RE4). Just wanted to share my tips for getting this game to run well on Mac (and possibly Linux too!). Download and install Steam in Crossover like normal, then download and install RE4 HD through Steam. I had no problems getting the game to run on Crossover 13.1.13 on my 2013 Macbook Pro (Nvidia GT650M, Intel i7 2.4GHz, 8GB RAM). However, once you actually start playing the game you'll probably notice that it runs SLOW. As in the action, Leon running/moving/fighting everything is in constant slow-motion. There is a very simple fix, do as follows:
From the RE4 main menu (don't do this while in a game it must be done from the game's main menu) go to Help & Options -> Options -> Video settings.
Look for the option that says "Framerate." It should say "Fixed 60 FPS." Change it to "Fixed 30 FPS."
Adjust the other options based on your hardware and your personal preferences. Me, I have the screen resolution set to 1440x900, Anti Aliasing x4, Motion Blur =On, Texture Quality =HD, Shadow Quality =High, and the game runs great.
The only explanation I can think of is that when this game first came out on PC it was made with a 30 FPS cap (back in 2005 that was the standard). Even though they've "remade" the game w/ 60 FPS and high-def textures they had to accomplish that via some magical software solution that doesn't work well with Wine or Crossover. Either way, setting the game to 30 FPS still results in a beautiful looking game (due to the HD update) that's very fun to play. Have fun!