3

How to make the theorem style like:

1.1.3. There is a theorem.         Theorem

       it may be several lines.

       The theorem 1.1.3 end.

1.1.1. There is a lemma.           lemma

       The lemma 1.1.1 end.

(for oneside documentclass)

3

Use ntheorem:

\documentclass{article}
\usepackage{ntheorem}
\makeatletter
\newtheoremstyle{marginname}%
  {\item[\hskip\labelsep \theorem@headerfont ##2\theorem@separator]\marginpar{\theorem@headerfont ##1}}%
  {\item[\hskip\labelsep \theorem@headerfont ##2\ (##3)\theorem@separator]\marginpar{\theorem@headerfont ##1}}
\makeatother
\theoremstyle{marginname}
\newtheorem{thm}{Theorem}[section]
\begin{document}
\section{foo}
\begin{thm}
blah blah
\end{thm}
\end{document}

It may work better if you use \marginnote (from marginnote package) instead of \marginpar.

Or you can use amsthm's \newtheoremstyle (in differnt syntax) to do the trick.

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