Probably one of the biggest surprises at Microsoft's Build conference was the announcement that Windows 10 Anniversary Update will add a Linux shell!
Microsoft explains it cooperated with Canonical to bring the Bash shell to Windows. This is not a virtualized tool, Microsoft created the Windows Subsystem for Linux (WSL) to deliver a shell that uses Windows' native libraries.
You can now run Bash scripts, Linux command-line tools like sed, awk, grep, and you can even try Linux-first tools like Ruby, Git, Python, etc. directly on Windows. You can also access your Windows filesystem from within Bash allowing you to work on the same set of files using your preferred Windows tools or Linux command-line tools.
Microsoft does point out that Bash and Linux Tools cannot interact with Windows applications, and vice-versa. Further details can be read at the Windows Blog.