Is there any Mac OS software really supporting Windows RemoteApp? Is there any Mac OS software that supports properly Windows Terminal Server RemoteApp?  By Properly I mean with an experience comparable to Windows Remote Desktop, that is, the Remote App Window is resizeable, etc, as if it was just another application.

Most tools (RDC for Mac, CoRD) seem to simply open a desktop for the application, but it does not have a truly windowed behavior.
Not even the official Microsoft RDP Client for OS X supports this; in fact that product still cannot do Terminal Services Gateway connections that were introduced with Windows Server 2008

But the answer to your question is, yes there is at least one client that promotes full RemoteFX implemetation in their OS X client (and incidentally also TSG), and that's iTap Mobile RDP.  It is a commercial program however there is a trial version available from that page.  Update: it looks like iTap don't fully support RemoteApp

The only other client I can find is one by Thinomenon.  Their free client supports all versions of the RDP protocol up to 7 (RemoteApp requires 6.1 or greater)

Enjoy latest RDP features, including application publishing (RemoteApp or RAIL), even if your platform is not supported by Microsoft.

Product Features:
 - RDP 4.0, 5.0, 5.1, 5.2, 6.0, 6.1 and 7 -compatible,
 - Copy and Paste via clipboard,
 - Encryption for communication security,
 - Local audio.