Well that question was answered yesterday during the "Prototyping an Object Pascal Code Editor with FireMonkey in Delphi for Windows and OSX" object pascal CodeRageX session.
Eli M. from Peacekeeper Enterprises, LLC presented a slide for a product that lets you create installs for Mac OS X. The product is called Packages and can be found at the below url:
I have not tried Packages yet. However, it appears similar to the Inno Setup tool for Windows.
Enjoy - Semper Fi,