Does anyone know if there are any controllers out there that actually work with STEAM games? Namely, Call of Duty Modern Warfare 2? I've used my PS4 controller with the USB cable and the controller works in the STEAM 'BIG PICTURE' mode but once the game launches, the PS4 controller doesn't work anymore. Your Mac might not have the massive library of games available to Windows gamers, but you can still play them in style by connecting an Xbox One controller – and you don't need any extra.
The Steam Controller is fully supported on macOS as it is on Windows. Generally game incompatibility with the Steam Controller on Mac is due to the game itself either not supporting Xbox-like controllers (which is what the Steam Controller imitates) or due to a bad default controller config for the game.
Unlike ordinary controllers running standalone, controllers running through Steam are able to be bound to mouse and keyboard keys as well as to game pad buttons allowing games that don’t have good game pad support to be played. That's actually what Steam does itself with the Steam Controller. Steam has a built-in configuration editor for controllers that you can use to map the joystick, trackpads, buttons and triggers to be sent as movement movement/buttons, as any keyboard keys or combinations or as any gamepad buttons or combinations. There is specific support for Steam Controllers, Xbox One/360 controllers, PS3/PS4 controllers and Switch controllers as well as the ability to use virtually any other game pad so long as it works as a generic controller. Here are a few links that show how to configure Steam Controllers.