If you have used ldd on a dynamic binary with a Linux 2.6 kernel you may have wondered what the heck is the linux-gate.so library, because it is not present in the filesystem. Depending on kernel versions, it may appear as linux-vdso.so. Well, here is an in-depth explanation, but in short it is a virtual ELF library which is contained in the kernel itself (that is why there is no file on disk) that gets mapped into the address space of every process. It contains some functions used by the C library to enter kernel space on system calls, and the contents of the library change depending on what method is faster for syscall invocation on your CPU.

Even short explanation: it is a trick the kernel does to make programs work faster, and Linus is proud of it, even being a disgusting pig.