Is there an AutoHotKey for Ubuntu?

Brainstorm Ubuntu: Idea #588: AutoHotkey for Ubuntu (automation, hotkeys) has some notes.
You may also want to look at AutoKey - the (totally rewritten) text expansion and hotkey utility.

Finally, this older Idea #163: Sytem-wide shortcut configuration refers many discussions on the subject. Like akira comments, your desktop environment may already support easy key bindings.

The links in nik's answer are a bit old but still pretty useful, although there have been quite a few advancements since then. There is IronAHK currently available which is a complete rewrite of AutoHotkey which works under .NET as well as Mono, allowing it to have cross-platform compatibility. It's also free and fully open source.

Landed here earlier while searching for one myself.

There is now a opensource & cross platform alternative.
Robotjs handles mouse, keyboard, and screen(pixels) inputs with js code.

http://robotjs.io/

Example from the website:

// Type "Hello World" then press enter.
var robot = require("robotjs");

// Type "Hello World".
robot.typeString("Hello World");

// Press enter.
robot.keyTap("enter");