Just migrated back from outlook 2011 to apple mail, 3 main steps, but you will need a windows PC or VM
1- Copy the messages from outlook 2011 into folders, you can do that by highlighting the messages to you want to migrate then dragging them into an empty folder, this will create a list of ".eml" files, 1 file for each message
2- use the free "eml2mbx" http://download.cnet.com/eml2mbx/3000-2648_4-10788884.html to convert the .eml messages into one .mbx file, this will create an mbox file
3- in apple mail, go to import "File" then "Import Mailboxes..." then select mbox format, select your .mbx file and it should import all your messages
note: sometimes the name of the file in mac osx will not be accepted in windows, like having "\" character at the beginning for example, I had a couple of files out of 8000 messages which I manually corrected