In addition to the methods of bending described elsewhere in this node it is also posssible to bend natural harmonics
without a whammy bar.
After playing a harmonic at the 3rd, 5th, 7th or 9th fret hammer on to the note you just played the harmonic on (This works best with a healthy dose of distortion) The note you just hammered onto contains the harmonic you just played (look up a more detailed description of harmonics to find out why) so the ear hears the harmonic more prominantly than it hears the other frequencies in the note.
Then you can just bend it the same you would any other note.
Play harmonic, hammer on, then bend. Sometimes due to the curiosities of harmonics it even sounds like two notes being bent slightly out of tune with each other.
Not exactly usable in every situation, but its a cool little lick to know. Sounds great with delay too.