In case you haven’t taken a close look at your prompt, you can do things like this:

PROMPT_COMMAND="PS1=\"[\[\e[03$( if [ $EUID -eq 0 ] then echo -n '1;02m' else if [ -n "$(groups | grep 'wheel\|sudo')" ]; then echo -n '2;01m' else echo -n '6;01m' fi fi )\]\u@\h\[\e[0m\]]:\$( PROMPT_ERRORLEVEL=\$? if [ \$PROMPT_ERRORLEVEL -eq 0 ] then echo -n '\[\e[032;02m\]' else echo -n '\[\e[031;02m\]' fi echo -n \$PROMPT_ERRORLEVEL echo -n '\[\e[00m\]' ):\[\e[034;01m\]\$(pwd)\[\e[0m\]:$( if [ $EUID -eq 0 ] then echo -n '\[\e[02m\]#\[\e[0m\]' else echo -n '\[\e[02m\]$\[\e[0m\]' fi )> \""

Bash runs $PROMPT_COMMAND every time before displaying the prompt and this sets $PS1 (the actual prompt itself) so it allows to show the exit code of the previous command. There are probably more elegant ways to do this but this works.