There are programs available that let you run the bash shell on Windows, and it now looks like Microsoft is partnering with Canonical to bring Ubuntu to Windows 10.
According to ZDNet, Ubuntu will not function as a virtual machine, but will be integrated within Windows 10:
Microsoft and Canonical will not, however, sources say, be integrating Linux per se into Windows. Instead, Ubuntu will primarily run on a foundation of native Windows libraries.
That said, the partnership is aimed at developers, and as such it doesn't look likely that Ubuntu's Unity interface will be included:
It also seems unlikely that Ubuntu will be bringing its Unity interface with it. Instead the focus will be on Bash and other CLI tools, such as make, gawk and grep.
Canonical and Microsoft are doing this because Ubuntu on Windows' target audience is developers, not desktop users.
We'll know more at the Build conference. Stay tuned to Windows Central for all the details.