There are a few ways. You don't see them very often because they are just inferior in most ways to inductors.
Inductors: Compact, efficient, the modern solution in most circumstances.
Capacitor charge pumps: Efficient, but only practical for low current.
And the old-school ways, from before SMPS was practical:
Motor-generator sets: Bulky, noisy, inefficient, unreliable.
Battery switching: Bulky, inefficient, needs frequent servicing.
Vibrator-transformer: The archaic version of the SMPS, and it still uses inductors. Used to be used in a lot of car radios to power valve circuitry.
Electrostatic mechanical with motor drive: Used for generating crazy-high voltages at miniscule current.