I'm on OSX Snow Leopard.
Here's the full contents of grr.sh:
#!/bin/sh
echo wow
When I try to run it from terminal:
$ grr.sh
-bash: grr.sh: command not found
$ /bin/sh grr.sh
wow
$ sh grr.sh
wow
$ bash grr.sh
wow
Okay. Fair enough. I'll give it executable permission, then try again:
$ chmod +x grr.sh
$ grr.sh
-bash: grr.sh: command not found
$ chmod 755 grr.sh
$ grr.sh
-bash: grr.sh: command not found
Hmmm. Maybe it'll work if I use bash explicitly? I'll change the file's contents to:
#!/bin/bash
echo wow
And I get the exact same results. What could I have broken?!
One last thing! In case you're curious...
$ which sh
/bin/sh