HDR – High Dynamic Range – allows photographers to capture a greater range of tonal detail than able to capture in a single photograph. There is a ‘merge to HDR’ option in Photoshop where you can combine a series of exposures into a single image which includes the entire tonal range of the image selection (Photoshop>File>automate>merge to HDR)
Creating a HDR image requires capturing a series of identically-positioned exposures, a sturdy tripod is essential. Make sure to take at least three exposures, although five or more is recommended for optimum accuracy. It is essential that the darkest of these exposures includes no blown highlights in areas where you want to capture detail. The brightest exposure should show the darkest regions of the image with enough brightness that they are relatively noise-free and clearly visible. Each exposure should be separated by one to two stops, and these are ideally set by varying the shutter speed.
HDR requires a lot of experimentation and a stationary objuect is best.
I found this tutorial that gives a nice gritty, grundgy effect: http://photoshoptutorials.ws/photoshop-tutorials/photo-effects/gritty-hdr.html Here is my fairly quick attempt at a before and after