My first thought was a VM/Virtualbox but I've seen suggestions that there are issues like

"Gaming on a VM will not work well without a GPU passthrough, otherwise the VM will not have a real GPU to work with."

I tried getting Lutris to work, but I'm struggling with it. I've got a Sonic game that won't launch at all. When I click "play" it launches the tiny little Wine System Tray and... that's it. Lutris does start counting up the gameplay clock, so it thinks the game is running somewhere. Am I missing a simple step here?

Oblivion will launch but crashes after the splash screen and opening credits. It also changes my desktop resolution to whatever low grade the game defaults to.

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I'd love suggestions or anecdotes.