If you use the Gnome desktop in Linux, it creates registry-like structures as well using GConf. From the little I understand of it, the GConf "registry" is not a single binary file a la Windows, but rather a set of files containing key/value pairs that an application basically tells GConf to watch for on its behalf. If the value is changed in a different program, GConf propagates those changes back to the applications it's looking out for, avoiding the need to restart the app. It also does some tricks to avoid duplicating its effort when the same user is logged on in several places across a network - which is why the gconf process doesn't exit when you exit Gnome. Pretty neat stuff, though I can't claim to understand it very well. Havoc Pennington wrote a couple articles on the Gnome developer site if anyone else is interested. Given all that, I always take care to shutdown gconf and oaf when installing new Gnome apps - maybe just some paranoia held over from too much Windows use.
Anybody know if KDE maintains any kind of central configuration database? I would think it would, but haven't used it in years, much less explored the architecture behind it.