Comment 1 for bug 160417

The problem is that haxelib was not actually installed. The haxe package just installed neko in haxelib's place.

I resolved this rebuilding the package and replacing haxelib command with the one the build generated.

This way:
$ sudo apt-get install fakeroot
$ sudo apt-get build-dep haxe
$ sudo apt-source haxe
$ cd haxe-1.16
$ dpkg-rebuildpackage -rfakeroot
$ sudo cp -vf haxelib /usr/bin/haxelib

Additional info:
$ dpkg -l | grep '\(haxe\|neko\)'
ii haxe 1:1.16-1 Web-oriented universal programming language
ii neko 1.6.0-4 High-level dynamically typed programming lan

$ lsb_release -rd
Description: Ubuntu 8.04.1
Release: 8.04

Running the command:
$ haxelib
NekoVM 1.6.0 (c)2005-2007 Motion-Twin
  Usage : neko <file>

After rebuilding haxe package and replacing binary package's haxelib with the just rebuilt one:
$ haxelib
Haxe Library Manager 1.03 - (c)2006 Motion-Twin
 Usage : haxelib [command] [options]
 Commands :
....
  dev : set the development directory for a given project