Key- and screen-loggers? Pretty standard stuff I believe. All that's required is the wrong virus or trojan sneaking on to your machine somehow.
I presume, then, that you're not that familiar with Linux or how people use it. Aside from the fact that almost all of the virus/trojan programs out there won't run directly on a Linux machine, you still need root (Or, in Windows-speak Administrator.) rights to install new software. Not only that, most Linux users get their software from their distro's repositories and nowhere else. I won't say that it's impossible to infect a Linux box if you try hard enough, but I will say that it's exceptionally hard to do without the user assisting you. I know; I've had malicious websites try to slip in a drive-by download and all that happens is I get a dialog box asking me if I want to download the file and if so, where to put it. And, since most main-stream distros use SELinux, it's next to impossible for a program like that to do any damage to the system files.