If I can't find baking soda or baking powder, what should I do?
1. Chemical leaveners

There are two "oldfashioned" chemical leaveners, both still used today in traditional German and Scandinavian gingerbread recipes: 


Potassium carbonate (potash or pearl ash) and 
Ammonium bicarbonate (salt of heartshorn)


They do have their own quirks and pitfalls, but if nothing else is available...

If you can get baking soda, mix with cream of tartar to make baking powder. 
If your store does not stock it, you pharmacy most likely will carry "sodium hydrogen carbonate" (which is another name for baking soda) either as treatment for heartburn, it's an antacid (because it reacts with acid, neutralzing it and making these nice bubbles, as we know from baking...) or as topical treatment for allergic reactions of the skin (poison ivy and others).

2. Biological leaveners

This boils down to Saccharomyces cerevisiae, aka. baker's yeast or brewer's yeast. Of course you get very different results and have to follow a different procedure. But here are some recipes where they are used somewhat interchangeably, e.g. some types of pancakes or waffles and, obviously, bread (vs. sodabread). 
The charming thing about yeast is, that if your are really, really far from a store, you can still get your hands on yeast: Start a sourdough using the yeasts naturally occuring on fruits or the air around you.  
Probably not the kind of substitution you had in mind, though.

3. No leaveners

With good technique, you can incorporate a lot of air (because that's what all leaveners are supposed to do) in your baking goods by whipping your eggs well. There are various approaches:


You can whip the whole eggs. 
Whip the yolks (with hot water or over a water bath to stabilize them) to Zabaione-like consistency.
Whip the whites and fold into your batter.


You will want to bake these batters right away before the bubbles get a chance to burst. The air will expand during baking and the hardening egg/flour-mixture will trap them in the baked goods. Contrary to many recipes out there there is no real need to bake a pound cake or even sponge cake with baking powder if it's done right.

Other recipes without leavener (or rather with the egg trapping steam generated by a rather high water content) are the members of the popover family (Yorkshire pudding in the UK, Pfitzauf in Swabia, some dutch pancakes) and pâté a choux. 

Puff pastry relies on thin layers of butter separating the layers of floury dough and trapping steam between them.