If someone asks us something that we don't know, how can we know so fast that that's the case? Shouldn't we spend a considerable amount of time scanning our memories until we realize the information is unknown? 
Retrieving information: how can we know so fast that we don't know something?
memory
There are known knowns; there are things we know that we know.There are known unknowns; that is to say, there are things that we now know we don't know.But there are also unknown unknowns  there are things we do not know we don't know.Donald RumsfeldThis question is difficult to answer because researchers are rarely interested in how it is we know we don't know. Typically, memory researchers are either interested in how we remember, why we forget, and how we confabulate or form false memories. How it is that we can quickly decide no entry found is less of a pertinent question. There may be some research out there on the issue but I'm sure it will be very difficult to find. Broadly, however we can think of a potential answer by dividing the problem into two questions; how do we retrieve information, and how do we make judgements about our thoughts (meta-cognition)?How do we retrieve information?Retrieval is thought to occur when there is a sufficient match between the current input pattern, and a previously encountered input pattern (Tulving, 1983). Sometimes however, the input pattern is merely a partial cue, and successful recognition entails activation of information that is associated with the cue. Activation of semantically related information is thought to occur due to spreading activation throughout a semantic network (Collins & Loftus, 1975). For example, someone asks Where was JFK killed? Presumably the partial cue 'JFK' activates related information such as 'John F Kennedy', 'President of USA','Cuba Missile Crisis','Assassinated', 'Texas'.One property of the encoding-match hypothesis of memory retrieval is that more input information increases the chances that associated information will be activated. This property of memories is that we can use meta-cognitive strategies to facilitate activation of all related information. We do this by attempting think about particular cues, for example we might focus on the details that JFK was shot in an open car, Lee Harvey Oswald shot JFK from a book repository, in the hope that the city name will be activated.At a certain stage however, we must make the meta-cognitive judgement that activation is not possible. In recognition tasks the standard assumption is that we simply adopt a meta-cognitive strategy of wait X seconds, if recognition has not occurred, then the information is not present. There is a lot of controversy surrounding this assumption and what it means in memory tasks.Although this is not a complete answer, I hope it at least sheds light on why we can know that we don't know so quickly. If retrieval is just the reactivation of a previous perceptual state, then recognition should occur at the speed of perception. However, if the cue is only partial, and activation of the target information relies on spreading activation, then recognition will take longer.ReferencesTulving, E. (1983). Elements of episodic memory (p. 123). Oxford: Clarendon Press.Collins, A. M., & Loftus, E. F. (1975). A spreading-activation theory of semantic processing. Psychological review, 82(6), 407.