Is it possible to install an old version of Mac OS on a new Mac? I know that Apple doesn't want me to run a version of Mac OS older than the one my Mac came with, but is there a way around this?  For example: if I buy a new Retina MacBook Pro, is there a way to run OS 10.6 on it without a VM?
It's not directly that Apple doesn't want you to do so, it's more that older OS versions are lacking the drivers etc. required for hardware which wasn't even known at the time the older OS was released. The most obvious example for this in your case is the Retina display (and the graphics driver required for it), there are probably a lot more parts including the CPU which require special handling by the OS.