Is there a free VPN service that works on Ubuntu?

There are many (free and paid) different VPN services with Linux support:

• HideIpVPN
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• USAIP
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• ItsHidden
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How to install ItsHidden.

Alternatively you can install OpenVPN server on your home PC and use it as a gateway.

If you only need IP anonymity and don't mind of VPN you can also try TOR.