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.
Think about it this way, OP. When Snow Leopard was released in 2009, it had no way to know how to "talk" to a 13" MacBook Pro Retina which would be released 4 years later. It doesn't know how to drive the video card, the network card, even the logic board to some extent. You would rightly expect kernel panics and other weirdness.
That said, you can still run 10.6.x in VMware, Parallels, or VirtualBox.
I know a lot of people greatly miss the days of Snow Leopard, but give Mavericks and Yosemite a chance. I am currently running the Yosemite GM on all four of my Macs, it runs very well on a 2012 MBPr. They are incredibly stable, and they have introduced a significant number of improvements over Mountain Lion, Lion, and Snow Leopard.
A new Mac will have trouble running previous releases. The older releases won't have necessary drivers for the newer hardware.
However, there are two things that might make it possible:
First, a newer machine might be using older hardware that the older OSX does support. Try it out.
If you treat your new hardware as a non-Apple PC, you can follow various "hackintosh" tutorials to install older versions of OSX onto it, provided that you can resolve driver dependencies. This will still be difficult, but there are resources to make it work.
Typically, though, when you want to run an older release, you find an older machine that the desired release supported, and you buy the older machine. I ended up doing this in order to support OSX Tiger (10.4) for a specific project when all the new machines supported Snow Leopard(10.6). Depending on how much your time is worth, it might be a better choice than making your system work with the older release.
Some days ago I discovered that installing an older version of mac is possible, but no one did it. The problem is in the EFI Bootloader Volume, if you have your mac from 2010 you have an EFI Controller Chip with version for example 1.6 (like BIOS in PCs) already installed in the logic board that supports an old System Drivers, but if you have a New Mac so EFI had been updated to the newer version (Again like in BIOS- bios os 1.6 in 2010 and bios 2.0 in 2014) it would be a terrible headache! if you bought mac in the end of 2013 and your primary OS was OS X 10.9 Mavericks, you can install only this OS(you can update and downgrade between the newer version or Pre installed OS) , because otherwise EFI will block an oldest version of OS X such as 10.7x or 10,8x! I had an idea to make my own EFI downgrade with support of 10.8 and so more, but it is a bit difficult to do that because firstly you must have an old OS X and only then the EFI Bootloader. Nowadays Apple started updating their EFE by installing Yosemite, and i think that is so stupid, because I started having troubles with my computer even though OS loading faster then on the old version of Loader P.S. I remember the PPC computers with Open Firmware instead of EFI, there you could easily install os x from 10.0 to 10.4 and back) but anyway now apple using EFI and we have more trouble by downgrading :( what a pity)))