You should be truthful in all your professional endeavors. Lying is unethical and unprofessional behavior which could be grounds for dismissal or worse. I say this as a blanket statement and stand by it, but obviously ethical standards and practices vary across different careers and walks of life. In academia, the feeling that lying is unethical bordering on repugnant is very strong. One should avoid it at all costs.
The fact that you use the word "bluffing" is slightly distressing and shows that you may not yet have internalized the ethics of academia. Bluffing is something you do in poker. More generally, it is a game theoretic strategy designed to minimize information given to one's opponent. Saying that you've been accepted by a program when you have not been -- or, especially, when you have been rejected there -- is not bluffing, it's lying.
People who feel strongly that lying is unethical also well understand that you are not obligated to give full information just because it is asked for. In some social situations an innocuous lie is more acceptable than a refusal to answer a question, but academia is not one of them. If someone asks you for information about your applications to other programs and you have any concerns that it may not be to your advantage to give out this information, simply say something like, "I'm sorry, but I'm really not comfortable discussing that right now." As above, sometimes it feels impolite not to answer a question, so it is worth practicing a bit so as to be able to do it in a relatively graceful way.
As for the question of whether different academic programs communicate with each other enough to make it a realistic chance that someone lying in this way will be caught out: absolutely yes. Academic circles are small, are populated by the same people for years and years on end, and almost invariably tend to contain at least a few people who are ridiculously -- almost preternaturally -- in the know about all kinds of personnel decisions.