The best way to do that is either to use htaccess (apache) server rewrites, or to use a CMS with that capability.
If you have a bunch of .html files, it might be a good idea to put them in folders and just keep it that way, because people won't be bothered by the change of URLs.
If you want to have a custom 404 page, use the htaccess to use a custom 404 document
(Custom 404 Pages)