I used to run Stata 10 with Vim on Windows. Now I run Stata 12 with MacVim.
In Windows, there is a nice way to integrate Stata and Vim based on the work of Friedrich Huebler and Dimitriy Masterov.
A fairly straightforward combination of bash scripts, Vim functions and Applescript calls can achieve the same behavior in MacVim. I got it to work last night. Thank you, Phil.