I installed Vundle via the instructions given at this blog http://web.archive.org/web/20120731003342/http://www.charlietanksley.net/philtex/sane-vim-plugin-management
bu
I encountered the same problem. After tried all the methods mentioned recommended by others and failed. Finally, I found that on our Ubuntu 14.04.1 service, VIM is not installed as default!
It is hard to realize this problem, since VIM users like me just used to type "vi" instead of "vim", and it shows a "VIM - improved VI" welcome page.
So make sure you have installed VIM:
whereis vim
Or just type:
vim
If it is not installed, do as it recommends:
sudo apt-get install vim