I live in a house full of crazy people. Because of this, things go missing all the time. Especially useful things, like corkscrews. As a result of this, and due to a predilection for delicious wines, I've had to do this several times. I bear no responsibility for any injuries incurred while following this advice.

Get a serrated steak knife and plunge it deep into the cork like you're stabbing your mother-in-law. It doesn't have to be all the way in, but a good couple inches. Then, grasping the wine bottle in one hand and the knife in the other, simultaneously turn the knife (and the cork with it) serrated-side forward and pull up, much like you would with an actual corkscrew. The cork should turn inside the neck of the bottle and start to pull out with the serrations of the knife providing grip inside the cork. If the knife pulls out of the cork, just stab it back into a different spot and try again. This has always worked for me with no problem and with minimal fuss.