I've done it in several ways, from symlinking the whole profile (worked, but gave me a few issues, IIRC), symlinking individual files like the bookmarks file, and finally changing the mail directory in the SeaMonkey preferences. The latter is easiest to do as there is a gui interface for it ( ) and is pretty much what I do now, apart from sharing the bookmarks. Of course, it all has to be done from the Linux side, as silly old Windows can't mount anything much beyond FAT and NTFS...
Opera is easier than that.
You don't have to edit anything. All you do is set up a mail account (Opera Tools menu) and have it leave the mail on the server. Once you do that you have a /mail subdirectory in ~/.opera with several subdirectories. Then I close down Opera, rename that /mail directory to /mail_old, and make a symlink to my Windows Opera mail directory from Linux. That's it. The symlink covers everything in the mail directory including all subdirectories. I don't have to edit any files in Opera's configuration or preferences because as far as Linux Opera is concerned, the symlink is the same as a /mail folder. I can then copy the Windows \mail directory to any computer. The symlinks are unaffected.
As I recall, when I first installed Opera in Windows, I had to make a change from the default so the \mail folder would go directly under \Opera. I also changed the case to lower case to accommodate Linux's case sensitivity. That was an easy one-time setup, and Opera upgrades from then on respect the custom setup.
Of course, if someone has a strong preference for SeaMonkey's e-mail program, all of the above is irrelevant. What matters is having a way to share stored e-mail between Linux and Windows without a bunch of conversions and imports and exports. Does anyone know if Thunderbird allows this, too?
Symlinks are wonderful things!