Excellent question. Typically, no.
Except for some exceptions under federal law, one is generally not required to report knowledge of a crime before it takes place. The only exception to this would be if you were aiding an abetting, in which case that would be the charge. For that to happen, though, the person would need to know of the plan, know it's illegal, and encourage the plan with the intention that the crime take place. So in your hypo, Bob would not have done any of these things.
It seems so sad to say it, because in that situation, Bob could potentially have prevented the murder. But he has no legal duty to do so.