Well, the good news is that not only can Magmar learn Fire Punch through Move Tutor, it can also learn Thunder Punch through the same means! But that's where the good news ends...
Basically, what is required is a (male) Pokemon who can know Cross Chop and Mega Punch at the same time, which is simply impossible in all generations. You can only make your dream Magmar moveset in Gen VI where the father and the mother are able to pass down egg moves. Sorry.
Hope I helped. :)
Source: Serebii's Attackdex