Dominik, you are right and I completely forgot about some interesting in camera techniques that are "HDR-like" (though really they are just multiple exposures) especially in the LF world. One in particular is done in architectural photography: shots of buildings in daylight, with beautifully glowing light coming from the lobby windows.
Originally Posted by MDR
(For the original poster's benefit: ) This is typically done (usually with a large format film camera with perspective movements) with two exposures: one at night, when the lights are on but the building is otherwise dark, and the other later, on the same sheet of film, in the morning light (golden hour light of course), to capture the building itself. This is a time consuming and delicate process, because the camera can't move between shots that may be several hours apart. (I've also seen the same technique done with electronic product shots in studio, using multiple exposure to capture the otherwise too dim LEDs.)
A lot of the crazy HDR stuff can't be accomplished this way, and in fact I think the typical HDR software would not get this particular kind of shot right - and it would require pretty much the same effort, taking two widely separated shots in time under different lighting. It's actually easier in the film world with simple multiple exposure, than it would be to try this with the available digital HDR tools.