tl;dr Tor Browser Bundle is pretty darn safe on Linux. OS X and Windows - some traces are left around.
This essentially confirms that rather than trusting any particular OS, it's better to run things in disposable VMs or on bootable flash drives with write disabled.
Do note that most virtualization software keep extensive logs, often times including names of ISO files mounted. Additionally, it can be hard to boot a VM from a USB key (for example, this is not possible by default in VirtualBox).
Using bootable flash drives seems like the only method that doesn't leave local traces, except perhaps in the BIOS/UEFI.