I have bought an MS-industral Fusion keyboard.The keyboard supports backlighting and I have tested it on my friends Windows 7 and it worked.I am using Ubuntu 14.10 and backlighting does not work.All the multimedia keys do work.
Backlighting control is actually on the same key as scroll lock and that also does not seem to work.
The only reason I bought this keyboard is because of backlighting.It is helpful for late night programming,gaming and text writing sessions.
Edit: I tested it on Openmandriva and Kali Linux right now and it does not work. I also tested it on the alpha/beta Ubuntu desktop next with unity8(15.04) and it worked.When I pressed the button it also activated scroll lock.So maybe if we fix scroll lock.
Edit2:It also works during boot time all the way until the login screen appears. Ediit3:It also works during shutdown.However I noticed if I use it during boot or shutdown it can hang the whole system.