Linux equivalent of Windows Registry

Linux applications typically store their config in a text-based file specific to the application. Machine specific configs are typically stored in the /etc directory tree. User specific settings are typically in the users' home directory and often in "hidden" files that start with a "." (use 'ls -a' to see them).

/proc for kernel related stuff

/etc for software related stuff

Gnome config can be considered similar to Windows Registry as well.

But since Linux and Windows core philosophies are diametrically different (Linux ~ open and compatible, Windows ~ closed and obstructive), there is no direct parallel.

Edit: for those who disagree, here is a bit of history for you: http://www.faqs.org/docs/artu/ (awesome reading, no matter what your background is)

System wide settings are located in files in /etc, per user settings are typically located as hidden files (start w/ a .) in the users home directory. For more information about a specific program see it's man page - man [program name].

Most applications use text-based configuration files (usually each program has its own format, although some use XML or JSON). System-wide configuration is kept under /etc.

User configuration is usually stored in the user's home directory, in so-called "dot files" (filenames starting with a "."; use ls -a to display them). To avoid "dotfile creep", recently programs have started keeping their configuration in ~/.config/ per XDG Base Directory specification.

Various desktop environments have their own Registry-like APIs: Gconf (deprecated) and dconf/GSettings (new) in GNOME; Xfconf in Xfce.