Recent changes to the "Outlast"-Depot-Entry on SteamDB assume, that the Horror-Game will be playable on Linux soon.

Containment: The Zombie Puzzler is available now on Steam for Linux.

Description:

Use your wits, weapons, and the city itself to save Franklin from the zombie apocalypse in this exciting indie action puzzler.

Braid, the Indie-Classic, has already been available DRM-free for Linux for a long time (e. .g on the Humble Store).
Now you can also get it on Steam for Linux.

Description:

Braid is a puzzle-platformer, drawn in a painterly style, where you can manipulate the flow of time in strange and unusual ways. From a house in the city, journey to a series of worlds and solve puzzles to rescue an abducted princess.

The second Part of the Indie-Adventure "The Journey Down" is available right now on Steam for Linux.

DreadOut, the Indie-Horror-Game from Indonesia, is now available on Steam for Linux.

Description:

DreadOut is a third person supernatural horror game where you play as Linda, a high school student trapped in an old abandoned town. Equipped with her trusty smart-phone, she will battle against terrifying encounters and solve mysterious puzzles which will ultimately determine her fate.

Recent Changes to the Steam-Depot-Entry for Empire: Total War seem to suppose, that the Strategy-Game is coming soon to Linux.

Unbelievable, but true: Dead Island is available right now on Steam for Linux (but unfortunately not in Germany)!
If you already own the Windows-Version of the game in your library, you can start immediately your Download for the Linux-Version.

Update: you can download the game, but you get an "missing executable" error right on the start. It can only be days, until this is fixed. =)