Most if not all games made in the last 2-3 years work on Vista/Windows 7 happily, and there's always XP Virtual Machine (For games that are seriously old or don't require high end graphic cards) as always there's gonna be a handful of strugglers often fixed later by driver updates or game updates. It's also worth stating that many games by EA for example say they are Vista incompatible on the box and run perfectly well on it (C&C Tib Wars for example).
My Experience? about 5 games out of my vast collection going back 10 years can't be tweaked into service....yet and to be fair they so old I don't really care, although I had to use XP VM to run my "Freelancer" dedicated server to be able to play it online, which works perfectly.