Look at the [link|http://www.faqs.org/faqs/unix-faq/shell/bash/|FAQ]. Like most of the GNU toolset, bash is not shipped by default on most variations of Unix, but is readily available, and can also be placed on a few non-Unixlike things as well.
In fact bash originally was a Unix program. It would have been hard to develop it on Linux considering that Brian Fox wrote the first version in 1988.
Cheers,
Ben