I'm setting up a scripted build of a cross-platform python app (Python 3) and I'd like to create all the distributables from linux. Is that possible?
Short answer: no
I've been doing something similiar recently (using cx_Freeze with Python 3). If you set up Python inside Wine, you can generate a Windows build, but I had to copy some DLLs in before it worked properly (cx_Freeze calls a Windows API function that's not implemented in Wine). I've not run into any way of packaging applications for Macs without actually having a Mac.
Perhaps someone should set up a community build service so people could build distributables for different platforms for each other. That doesn't get round the problem of testing, though.