Natively not because you are probably using the lookandfeel (LAF) that adapts the appearance of the application as the running system window manager, and in this case, it will adapt according to OS on which you are running.
In addition to the Nimbus, there is the LAF javax.swing.plaf.metal natively, both are cross-platform , but perhaps its appearance is not as interesting either. In addition, if you want to keep your system running independent, you'll need to create your own LAF or use some personalized one. Usually these custom solutions are found only paid, or free to test and with watermark.
Swing is unfortunately already far behind schedule, even though it's a very old desktop technology, so it's hard to find a simpler solution that does not cost you the cost of buying a theme. If you really need a desktop application in java and want to customize it, I suggest you read the API javafx , in addition to being more current, it is more flexible than customization, even having web-like features such as style sheets.
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