yum whatprovides is a great tool to figure out which package you need to get a certain file.
yum whatprovides */dig will let you know that you need the install the
bind-utils package to get dig.
Ubuntu has the same functionality, but you’ll need to follow a few steps to get there. First, install
apt-get install apt-file
Then, update the file cache
After that, you can search the cache using regexp. There may be a way to use glob, but I can’t find it.
apt-file search -x '\/dig$'
This shows us that we need to install dsnutils.