CocoModX is a freeware audio module player for Mac OS X.
It is capable of playing i.e. mod, xm, it, s3m, ahx and tfmx zipped mod files named mdz.
It also has the capability of downloading files from http and ftp sites and decompress lha, umx and zip files.
Look here for the full list of the supported formats.
CocoModX has a nativ Cocoa frontend, and embeds the libmikmod, which was ported to Mac OS X by Fruitz-of-Dojo, the fast BASSMOD and the great MilkyPlay from Peter Barth. Also included the TFMX Framework based on the TFMX-Play by Jonathan H. Pickard and David Banz.