AutoHotKey was already mentioned, which I use on windows. I have been looking for an alternative that I can also use on Linux and Mac OS and found SikuliX (http://www.sikulix.com/). Note that I have no idea if either AutoHotKey or SikuliX are actually capable of replicating the functionality of Keyboard Maestro since I've never used Keyboard Maestro.

Also recently I found a cross platform automation system written in go that looks promising: robotgo (https://github.com/go-vgo/robotgo). I might try to use robotgo to replace the AutoHotKey scripts in my own little Unity3D command line tool unity_do (https://github.com/rakete/unity_do) in the future. So I don't have any experience with it yet.

Autokey (which is a poor copy of AutoHotKey on windows). Or simpler: you can make your own python script using the `keyboard` module (that's basically what Autokey is). Really simple to use and powerful

xbindkeys probably?