In case this doesn't come to you as a shock, Thunderbolt in its copper/electrical implementation isn't too different from PCI-Express x4. It's essentially PCI-Express physical-layer with a custom link-layer designed by Intel, and so designing Thunderbolt adapters for PCI-Express add-on cards is fairly straightforward.
Modder Larry Gadea at the Tech Inferno forums innovated an inexpensive way to plug PCI-Express graphics cards to Thunderbolt-equipped Apple MacBook Air notebooks, and making their primary display harness the power of discrete GPUs, without having to take the notebook apart. While there's not very many games you can play on OS X, the mod warrants and requires you run the MacBook with Boot Camp and Windows 7 installed.
Finally, you get to answer the bigger question than "what is the meaning of life?" which is "can it run Crysis?" with "yes it can," with a glaring asterix. Find details of the mod at the source.