Look up "boost converter" or "buck/boost converter". A boost converter can be as simple as a 555 timer IC, MOSFET switch, inductor, diode, and output cap. Feedback is preferred, though.
Rather than building your own converter, you could also use one of the many available ICs. Look in the Power section of National Semiconductors, Texas Instruments, and others.
Above assumes that you're talking relatively low voltages (< 40 V).