You can do it with electrolysis, I think. Basically, you pass a certain sort of electric current through water, and it breaks down the molecule and turns it into the component oxygen and hydrogen. It's not a very efficient process at the moment, though, which is why hydrogen isn't as abundant a fuel as people sometimes think.

The lazy student's friend has details.

one's friendly librarian knows all things, of course...

Do you get calls for medical advice, too? ;-)