If it's PS3 and wired, it'll work.
If it's PS3 and wireless, it might work (I've had issues with some peripherals over Bluetooth not connecting properly).
If it's for the Xbox 360, it won't work without custom drivers.
Of course, irregardless of the support under Mac OS X- your game or program needs to be able to recognize and remap buttons from the USB HID device so you can actually use it (this is true for any input peripheral, be it a joystick, gamepad, or arcade stick). But you won't need any special software to begin with.
I've personally got an Eightarc Onyx for PS3 that I use on occasion for gaming under MAME. I just plug it in and it works, the only other thing I have to do is configure the buttons and joystick under MAME.
-SC