Hello.
I use VirtualBox in my Linux Debian amd64 and use some iptables rules also. My VM networking is set to "NAT" but in VM I can't connect to Tor network? my VM in Windows 7.

Thank you.

Yes

If Linux is the host, then iptables (or any other such command ...) will necessarily affect all of your VMs.

Why? Because, from the host's point-of-view, the virtual-machine monitor is (so to speak ...) "just another application."

No matter what "the various VMs think they see," the actual physical environment is controlled by the host alone. Every request of any sort that is made by any virtual machine is ultimately translated to a request that is made by the virtual-machine monitor application to the host upon which it runs.

Of course, the virtual machines never directly perceive the host environment. For them, "the magic-trick is never revealed."

Even my VM network was "NAT" ????

Yes

How about Bridging? Can it affected too?

Yes

Ah, Why? Bridging mean my VM can see NIC directly

No it does not. Bridging means that the virtual adapter created by the virtualization system to be used inside the VM is bridged with the physical adapter of your choice. It is still under the host OS' control as far as network packets are concerned.
Now, you only asked that "Can iptables affect my VMs", the answer is yes, they can. But if you have no rules that are specific to your VMs network devices they will not be affected.

Actually PCI passthrough does what you said ("see NIC directly"). If you use PCI passthrough (or USB if the NIC is USB), the kernel will actually replace the NIC driver with a "stub" driver that makes possible passing all control to the VM. This way the VM manages the NIC directly with it's native drivers.
Of course this means that the NIC will be withdrawn from the host OS' networking altogether (thus no host iptables can affect it) and probably this is not what you typically want.