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This is an HDR photo of
Penrith Castle in Penrith, Cumbria, UK. (Click to enlarge in new window.) The castle was built over a period of around 70 years, between 1399 and 1470 as a protection against those wily Scots. Today, it's only a ruin. This was assembled from 8 photos shot at 1 stop brackets, tripoded and cable locked, on a Canon 20D with a Canon 10-22 lens. It was assembled and downsampled in Photoshop.
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Here is one of the 8 photos used to assemble the HDR. This is what the shot looks like without HDR -- as you can see, you entirely lose some of the shadows.
Did I mention I love Cumbria?