In Os X, I can hold Shift while using the scroll wheel on the mouse to scroll horizontally instead of vertically. Is there a way to do something similar in Linux?
For a lot of things like this, xmodmap is useful, but I don't think it can remap keyboard+mouse combinations. However, you might have some luck using imwheel. It's actually fairly powerful - you can customize to have different mappings in different windows! For example, here's the first section of the sample file included in the source tarball:
"^mutt.*" None, Up, Up None, Down, Down Control_L, Up, Page_Up Control_L, Down, Page_Down
This will apply to mutt (or rather, windows with titles matching that pattern). The first field is keyboard modifiers for the input event, the second is mouse button/wheel input event, and the third column is output events. So, the first one maps wheel up to keyboard up, and the third maps left control+wheel up to page up.