Charles is written in Java and runs on Macs. It's not free though.
You can point your Mac at your Windows+Fiddler machine: http://www.fiddler2.com/fiddler/help/hookup.asp#Q-NonWindows
And as of 2013, there's an Alpha download of Fiddler for the Mono Framework, which runs on Mac and Linux. Also, the very latest version of Fiddler can import .PCAP files captured from WireShark or other tools run on the Mac.