In Blender, at least, I think there are options for using local coordinates rather than world ones. And, are you sure you're not confusing rotation (changing the object's orientation) with rotation velocity? The first responder was correct that an object can have only one axis of rotation. Why would you expect that, say, (1,0,0) would give you the same axis as (1,1,0) (unless you think you've got an object angled/tilted between two of the axes, and one is using local coordinates)?
In Blender, at least, one sets the angular velocity in the "logic editor" menu's motion actuator area.