It is not supported to control axis line separately.
You can remove or edit the line after drawing:
> baseplot + opts(axis.line = theme_segment(colour = 'black', size = 2))
> grid.remove(gPath("axis_v", "axis.line.segments"), grep=TRUE)
> baseplot + opts(axis.line = theme_segment(colour = 'black', size = 2))
> grid.edit(gPath("axis_v", "axis.line.segments"), grep=TRUE, gp=gpar(col="red"))
> grid.edit(gPath("axis_h", "axis.line.segments"), grep=TRUE, gp=gpar(col="blue"))
UPDATED
In 0.9.1-, this may change like:
grid.edit(gPath("axis-l", "axis.line.segments"), grep=TRUE, gp=gpar(col="red"))
grid.edit(gPath("axis-b", "axis.line.segments"), grep=TRUE, gp=gpar(col="blue"))
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