All my Steam games will run without an internet connection. I can't say they all do, since owning them all would be just a tad beyond my budget. They each have their own desktop shortcut, or I can launch them through the Steam client. If I am not connected to the internet, they will still attempt to connect to Steam, but upon failing that, they will ask if I still want to play the game and everything is fine. If they do manage to connect to Steam, they automatically update and then launch. Personally, I like the whole scheme. You are not tethered to the internet as many think.
MAME Cab PC: i7 4770@3.4Ghz (passmark 9945), 12GB RAM, Win 8.1/64, GeForce GTX645 (passmark 1898); Shiny new laptop: i7 4800MQ@2.7Ghz (passmark 8586), 16GB RAM, Win 8.1/64, GeForce GTX870M (passmark 3598); Old laptop: i5@2.3Ghz, 8GB RAM, Win 7/64, Intel 3000 graphics