We went exploring out of the way locations in Great Barrington, MA yesterday and found a tunnel under a back street leading to a (still working) train station. This is the covered section.
I took three shots at 0, +2 and -2 EV using the automatic exposure bracketing feature of my Canon 40D with Tamron 15-17mm lens (at 17mm). The camera was set to fast exposure burst so I took the three images handheld. I made sure that the camera was set to aperture priority so that the three images had the same f-stop but different speed settings. This eliminated any problems with different depth of field in each image. All images at f 4.0 and ISO 200.
Back home, I processed the photos in Adobe Lightroom 3 and exported to Nik HDR Pro. I chose a balance between reality and high structure to bring out the weathering of the old building. Back in Lightroom, I adjusted the brightness and managed the blacks. I also did a bit of adjusting using the tone curve controls.