There are a few ways to do it. Back in the day, when Thonet made their first solid-wood, bent-wood chairs, they used massive amounts of steam and pressure to get the shape they wanted.

With plywood, it's a little easier. In fact, you can do it yourself if you have a small studio to work in. Basically, you very quickly glue your wood veneers together, and put them in a sealable, air-tight bag. With a compressor or pump, you remove all the air. At that point, you can bend the plywood however you'd like (within reason). Just keep it in shape until the glue dries, then remove the stack of veneers from the bag, and voila.

One of my former teachers made a self-contained kit (including pump) that anybody could use to make skateboards, but it's also now being marketed to woodworkers and others who could benefit.

http://www.roarockit.com/rc_wood.php

I can vouch for it - it works. Takes a little practice to get it perfect, but what doesn't? And it's inexpensive, too.

Great info on vacuum pumps here.

I've been working on a bent ply furniture piece on weekends, and we started out with a pump system, but found the results to be inconsistant for the tighter bends we were performing (~1-1/2" radius corner) so we made an old fashion press mold out of MDF and just cranked the living crap out of it with a ton of pipe clamps. Its a fairly crude process, but has by far given us the best results. Another good thing is to heat your mold if you can, it will drastically cut down on your cure time for your glue. We're using a 2-part urea-resin (sic?) glue, and have both the male and female parts of our mold lined with gutter heating cable. This has allowed us to cut a ~6 hour cure time down to 2 hours.

I could go on for hours on this, drop me a line if you want more info.