When Valve will release Steam for Linux, Left For The Dead 2 will be the first game that will be supported. But you can now vote for your favorite games in Steam community and get them included in the Steam Client for Linux.
Steam Greenlight is a new system where Valve developers post description, screenshots of games and asks the community for votes. If a game generates enough votes, it gets included in Steam client.
There are already 75 games have been added in the list Linux games in Steam Greenlight.
Linux Games on Steam
Via Muktware