I have been looking throughout the system but I cannot find it. When I do echo $PATH I get the stuff I added, plus the default path. I do not have a .profile, and I do have a .b
Many system-wide settings including PATH are set in /etc/profile which is read in by bash at startup. On Mac OS X this file usually uses path_helper to set PATH. This utility in turn reads the information from other system configuration files under /etc (see path_helper manpage).
Note that even if you disable the reading of the initialization files by bash (e.g. with command-line options like --noprofile) it will still inherit the environment of the parent process.