Objective-C is supported by the gcc tool chain on all of its supported platforms. Of course, Objective-C is not particularly useful without libraries to go with it. GNUStep is the most well known of the options. GNUStep is an open source implementation of the NextStep/OpenStep libraries from which Apple's Cocoa frameworks evolved. As the Cocoa frameworks have evolved, GNUStep has often either not followed or diverged. Thus, it's not a "cross-platform Cocoa". It is probably better considered a fully different framework at this point. Nonetheless, GNUStep is a viable cross-platform option if you want to use Objective-C.
On the subject, however, why Objective-C? I'm a huge Objective-C fan, but much of what makes Objective-C awesome can be found in other modern, dynamic languages such as Python or Ruby. PyQt, a Python wrapper around the Qt toolkit, for example is an awesome cross-platform environment that has a similar free feeling to writing in Objective-C.