According to sources at Canonical, Ubuntu Linux's parent company, and Microsoft, you'll soon be able to run Ubuntu on Windows 10.
This will be more than just running the Bash shell on Windows 10. After all, thanks to programs such as Cygwin or MSYS utilities, hardcore Unix users have long been able to run the popular Bash command line interface (CLI) on Windows.
With this new addition, Ubuntu users will be able to run Ubuntu simultaneously with Windows. This will not be in a virtual machine, but as an integrated part of Windows 10.
Of course, you can already run Bash on Windows with things like Cygwin and MYSYS which are basically a bundle of GNU utilities that provide utilities such as Bash and Gawk. However, as Microsoft enthusiast, WalkingCat notes, developers might be able to natively run Linux binaries on Windows in a real Linux environment: ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^