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You can build a voltage doubler circuit. If your current requirements are small, you can buy a single chip solution such as the ICL7660 or MAX1044. (it needs a couple of support components). I believe they can supply around 15mA or so. Maxim also has some other parts along the same lines for higher voltages, inductive switchers, etc. You can also get a DC-DC converter if you need higher currents, but it will be larger and more expensive than these small switched capacitor converters.
Given that your current requirements are higher, assuming your system is getting the 12V from some type of battery or other supply which you cant modify (your auto's electrical system for instance), you could build a switching boost converter to handle just about any load (though the higher the load, the higher the cost of the power switching components). Ned Mohan's Power Electronics book has all the needed mathematics. I have successfully built one entirely from that reference.