I don't know of a one-size-fits-all application that can perform these operations on audio,video, and image files, but the StegoArchive website contains a massive archive of steganography software, if you don't mind using multiple tools for the job. You can even order a CD containing the software on the website!

For cross-platform, check out their Java section. For GNU/Linux, check out their Unix/FreeBSD/Linux section.

A lot of it is freeware, and open source, so you probably won't need to put any money down to get this job done.


Steghide is available as an Ubuntu package


here's a quite intriguing project:

Hydan can embed messages into an executable without altering its size.

Hydan steganographically conceals a message into an application. It exploits redundancy in the i386 instruction set by defining sets of functionally equivalent instructions.

It then encodes information in machine code by using the appropriate instructions from each set.

Features:

  • Application filesize remains unchanged
  • Message is blowfish encrypted with a user-supplied passphrase before being embedded
  • Encoding rate: 1/110

Hydan is crossplatform (BSD/Linux/Windows) FOSS.