Thanks. They're not exactly HDR in that they not tone-mapped composites of three or more bracketed exposures. Each was created in Adobe Lightroom 2 from one fairly well-exposed shot. I refined the effect from a video on the basics
by Chris Orwig of Layers magazine.
I don't use his method exactly, and it's different for each shot. It basically involves bringing detail out of the shadows and adding local contrast enhancement as well as an overall contrast boost. It's a lot easier than this description makes it sound, though; you just have to know which sliders to drag and in which direction. In that first shot above, I also boosted the saturation - probably a bit too much but I thought the subject merited it.
I've since found out that you can do the same thing in Photoshop (or anything that understands PS plugins) using a local contrast enhancement filter and a bit of layer work.