jwt.interceptor.ts

import { 
  HttpInterceptor, 
  HttpRequest, 
  HttpResponse, 
  HttpHandler, 
  HttpEvent 
} from '@angular/common/http';
import 'rxjs/add/operator/map';

@Injectable()
class JWTInterceptor implements HttpInterceptor {

  constructor(private router: Router) {}
  
  intercept(req: HttpRequest<any>, next: HttpHandler): Observable<HttpEvent<any>> {

    return next.handle(req).map((event: HttpEvent<any>) => {
      if (event instanceof HttpResponse) {
        // do stuff with response if you want
      }
    }, (err: any) => {
      if (err instanceof HttpErrorResponse {
        if (err.status === 401) {
          // redirect to login
        }
      }
    });
  }
}

@Greg5ki, thanks for posting up the .map() => .do() change, that worked perfectly for me (.map() was only executing the first success arg, not the error).