I believe that CryptoLocker only targets Windows machines. But ransomware like this is a growing threat, and there is no reason that it could not target OS X (there have been some fairly high profile ransomware instances on OS X). So all it takes is for some bright spark to have the idea of marrying OS X ransomware with encryption and the result will be the same.
The moral is clear. Whatever OS you use, don't open email attachments unless you are 100% sure of their provenance. In particular, bin anything purporting to come from your bank or a Government agency if it contains an attachment (and/or, never click on any links in such an email). If in doubt you should check the email headers to see where the message really comes from.
No OS is proof agains social engineering.