Grep : get all file that doesn't have a line that matches

Use the "-L" option in order to have file WITHOUT the pattern. Per the man page:

-L, --files-without-match

Suppress normal output; instead print the name of each input file from which no output would normally have been printed. The scanning will stop on the first match.

Grep returns 0/1 to indicate if there was a match, so you can do something like this:

for f in *.txt; do
    if ! grep -q "some expression" $f; then
        echo $f
    fi
done

EDIT: You can also use the -L option:

grep -L "some expression" *