What compilers are capable of compiling programs to Linux, Unix, BeOS, Macintosh, and all of those other operating systems?

I know Visual C++ (at least to the best of my knowledge) is only capable of compiling to Windows.

Borland C++ (also just to the best of my knowledge) is capable of DOS and Windows.

What compilers are capable of compiling to other OS's? And, if they are capable of compiling to other operating systems, are you able to compile to that operating system using Windows?

For example, lets say I had a program I wanted to compile for Linux, and I am using a compiler that is able to do that, but it is also able to compile to Windows, and I am currently using a Windows system....could I just tell it to compile to Linux instead, and even though I would not be able to run that program on my Windows machine, would it still be able to compile it correctly for Linux?