The Selective Laser Sintering (SLS) processes use powdered material spread into fine layers that are subjected to a laser beam that traces the part section taken from CAD data. After the layer is sintered it drops a fraction of a millimeter and a subsequent layer is then spread over the first.
The process is iterated until all of the sections have been selectively sintered together. The chamber in which the process takes place is maintained at a temperature just below the melting point of the powder so the laser energy raises the temperature by only a few degrees. 
As the part is continually lowered while the process continues, it ultimately rests in a bed of loose power when finished. After it is removed, the excess powder is simply brushed away and final manual finishing can be carried out.
Example 1
Example 2