Fascinating Animal Kingdom facts from Discovery.com:
Females of many species can become pregnant without ever mating, as was recently demonstrated by a blacktip shark named "Tidbit." The process, at least for sharks, basically involves a cell that acts like sperm by fusing with an egg and injecting its chromosomes into it. Such births often happen in zoos that have one or more females on exhibit sans males.
Here's some Hot Shark Mating Action (SFW):
And check this out: Females of these species can reproduce without having sex!:
Hammerhead sharks, Blacktip sharks (researchers suspect all female sharks)
Komodo lizards, Rock lizards, Geckos,
Whiptails, Thiarid snails, Aphids and Daphnia (water fleas, bless their hearts)
Alas, human females can't reproduce without some kind of sperm and egg party, be it in a petri dish or the old fashioned way in your parents' basement.