I did, Oracle's VirtualBox or Parallels.  Both are fine examples of VM hypervisors that work on the Mac.
 
Granted, what those accomplish is to stand up a whole instance of a Windows (or whatever OS you like) machine within the VM.  This isn't the same as what WINE 'wants to accomplish' of running just the program as if it were a local program.  Yeah, if it's a strictly textbook program it might have a shot.  But few programs are and lots doesn't work with WINE.
 
Here's a thought, what's the program you're trying to run?  There may be other ways to 'skin the cat'.