Any native Mac OS X environments for getting started with VHDL / FPGAs?
Short answer: yes.

There are a few simulators: GHDL is an open source simulator. Not as good as the mainstream simulators, but it will get you started.

There is Sigasi, a VHDL design entry and code comprehension tool, which works on Mac. This will help you write your code before you send it to the simulator. 

As for synthesis tools, you should take a look at Plunify. The offer synthesis "in the cloud," so that's not tied to any platform.

You will probably end up using VMWare or Parallels sooner or later, but sure you can get started designing VHDL on your Mac.

(disclosure: I'm on the Sigasi team)