Other Steam games install .desktop files to ~/.local/share/applications/, causing an icon for the game to appear in the Gnome menus, but for Team Fortress 2 there is none. I'm pretty sure the icon used to appear in the Gnome menus, so it appears that it was lost in a recent update.

I was able to replace the icon by selecting Create desktop shortcut in Steam and then moving the resulting Team Fortress 2.desktop file from ~/Desktop/ to ~/.local/share/applications/.

I'm running Fedora 18.