An advantage of shooting in RAW is that you can, in post, manually alter the exposure value of the shot. This means you can save off three to five different files from the same shot that have different exposures and then combine those in an HDR rendering package to tone-map and turn into an HDR shot.
Some people don't consider this "real" HDR, since you aren't using truly different exposures; however, even if it's just "fake" HDR, it can be extremely useful when you have a shot with a lot of movement in the frame, yet the lighting/shadows/etc., would benefit from HDR. An example might be a dramatically lit crowd scene, where people are chanting and moving and, therefore, bracketed shots would be impossible to align. It's also easier, although in some shots—particularly those with a large dynamic range—you'll see a difference if you use multiple in-camera exposures.
As an example, the first image is a "fake" (single RAW) HDR processed from the 0 EV exposure from a bracketed series. The second image is an HDR processed from the entire bracketed series.
The steps would be as follows: 1Import the RAW file into Lightroom and use your preset; save as 1. 2Import the RAW file again, set the exposure to -2.00; save as 2. 3Import the RAW file a third time, set the exposure to +2.00; save as 3. 4Pull each file into your HDR rendering software; manually set the correct exposure values if the software asks for them (because the data for each image will show the same exposure). 5Tone-map, then save as a new file. 6Pull the new file into Photoshop, denoise and clean up, and save off the color file. 7Create an adjustment layer. 8Run your favorite color-to-black-and-white conversion method. 9Save the black-and-white file.