my Python program can be launched with a range of different options (or subcommands) like:
$ myProgram doSomething
$ myProgram doSomethingElse
$ myProgram no
As mentioned in other answers, in bash this can be done with the bash-builtin complete. Easier than writing a function (as in richq's answer) is using complete's option -W which lets you specify a list of words. In your example this would be:
complete -W "doSomething doSomethingElse nowDoSomethingDifferent" myProgram
As it is a one-liner you don't have to create a file for this, but you can just put it in your .bashrc.