Has anyone been able to create a hybrid of PE COFF and ELF?

Question

I mean could a single binary file run in both Win32 and Linux i386 ?

Answer 1

The two formats are sufficiently different that a hybrid is unlikely.

However, Linux supports loading different executable formats by "interpreter". This way compiled .exe files containing CIL (compiled C# or other .NET languages) can be executed directly under Linux, for example.