How can I change the orientation of the "key" of a legend in ggplot?

You may need to resort to working with ggplot's coffin and use editing functions grid

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# Your data and plot
set.seed(000)
m <- matrix(rnorm(100,0,1),100,1)
dt <- data.frame(m)
names(dt) <- c("X")

library(ggplot2)

g2 <- ggplot(dt, aes(x=X)) 
g2 <- g2+geom_histogram(aes(y=..density..),      # Histogram with density instead of count on y-axis
                        binwidth=.5,
                        colour="black", fill="white",breaks=seq(-2, 2, by = 0.1)) 
g2 <- g2+geom_density(alpha=.3, fill="#cccccc") # Overlay with transparent density plot
g2 <- g2+  geom_vline(aes(xintercept=0, linetype="Valor Verdadeiro"),show.legend =TRUE)
g2 <- g2+  geom_vline(aes(xintercept=mean(dt$X, na.rm=T),    linetype="Valor Estimado"),show.legend =TRUE)
g2 <- g2+  scale_linetype_manual(values=c("dotdash","solid")) # Overlay with transparent density plot
g2 <- g2+  xlab(expression(paste(gamma[1])))+ylab("Densidade")
g2 <- g2+  theme(legend.key.height = unit(2, "cm") ,
                 legend.position = c(0.95, 0.95),
                 legend.justification = c("right", "top"),
                 legend.box.just = "right",
                 legend.margin = margin(6, 6, 6, 6),
                 legend.title=element_blank(),
                 legend.direction = "vertical",
                 legend.background = element_rect(fill="gray", size=.5, linetype="dotted"))
g2 <- g2+ guides(linetype = guide_legend(override.aes = list(size = 1)))


# Adjust key height and width
g2 = g2 + theme(
   legend.key.height = unit(.6, "cm"),
   legend.key.width = unit(1, "cm"))

# Get the ggplot Grob
  gt = ggplotGrob(g2)

# grid::grid.ls(grid.force(gt))  # To get a list of editable grobs

# Edit the relevant keys
library(grid)
 gt <- editGrob(grid.force(gt), gPath("key-[3,4]-1-[1,2]"), 
        grep = TRUE, global = TRUE,
        x0 = unit(0, "npc"), y0 = unit(0.5, "npc"), 
        x1 = unit(1, "npc"), y1 = unit(0.5, "npc")) 

# Draw it
grid.newpage()
grid.draw(gt)