I'm not a hardcore Postfix admin, but I'm thinking that the "fallback_transport" configuration parameter (see http://www.postfix.org/postconf.5.html#fallback%5Frelay) is what you're probably looking for.
You'll want something like:
fallback_transport = smtp:[x.x.x.x]
Have a look at the "local_recipient_maps" parameter, too (http://www.postfix.org/postconf.5.html#local%5Frecipient%5Fmaps). You're going to want to set that to blank to stop Postfix from rejecting mail from unknown local recipients.
If you want the complementary function on the Exchange side (so that replies from Exchange to emails sent by Postfix recipients "go through") have a look at the "Forward all messages with unresolved recipients to host" setting in Exchange 2003 (see http://technet.microsoft.com/en-us/library/aa998492%28EXCHG.65%29.aspx), or the "Internal Relay Domain" feature in Exchange 2007 (see http://technet.microsoft.com/en-us/library/bb676395.aspx).
You do run the risk of creating mail loops between Exchange and Postfix for messages sent to unknown local recipients from either mail system, but the messages will time out so, unless a lot of users are generating bogus traffic, it probably won't matter too much.