Hook into "command not found" handler in Ubuntu
In General
The Linux Journal has a pretty good article:
From bash's man page:
... A full search of the directories in PATH is performed only if the command is not found in the hash table. If the search is unsuccessful, the shell searches for a defined shell function named command_not_found_handle. If that function exists, it is invoked with the original command and the original command's arguments as its arguments, and the function's exit status becomes the exit status of the shell. If that function is not defined, the shell prints an error message and returns an exit status of 127.
and
A quick grep in /etc discovered where it was happening. The function itself is in /etc/bash_command_not_found and that function gets included (if it exists) in your bash session via /etc/bash.bashrc.
Ubuntu 14.04
Empirical evidence suggests that on an Ubuntu 14.04 installation, the file /etc/bash_command_not_found doesn't exist, however, the correct file is a python script, located at /usr/lib/command-not-found