There is nothing that is anywhere remotely close to MSVC for that, but GDB works for debugging some levels of debugging. Though, I've never used it myself. I ususally do the main debugging in windows where I need to unless it is a linux specific problem. So to put it this way, to my knowledge there are no really good or decent visual aid debuggers like MSVC does. Unless someone else wishes to comment on this and or my knowledge is not up to date.
Usually comes with gcc but not positive on that.