Any mechanical keyboards out there that support Linux?
Its a keyboard? Not to mention generally I've found hardware support to be better in Linux than Windows. Many things that require special drivers in Windows or only work in certain versions of Windows, just work in Linux.
To answer your question any mechanical keyboard will work fine Linux. The problem you will run into is setting up LEDs or macro keys, that stuff likely won't work, or will be stuck with the default config (Perhaps this is what you were actually asking?). Unfortunately for that you'll have to temporarily plug into a Windows machine for setup if you must change it.
I've had a WASD keyboard for quite some time now, with TUX keys instead of Windows keys: