Server-level redirect?

I'm converting an entire site from .html and .shtml files to .php. Unfortunately a lot of the internal pages have been bookmarked by users, and so what I'd like to do is have a script that checks for the existence of a .php file with the same name (e.g. the file used to be contacts.shtml and now it is contacts.php) and redirects automatically. I actually need to do this both on an IIS machine as well as Linux - and presumably the method will be different for each. Anne