I used filters (mostly gray and purple graduated) for them. Merged them in Photomatix and later 'massaged' in Photoshop. I did not add or remove anything from the images. Just 'revealed' some details which were hidden within the raw image. Hope that helps mate!
For #1-4, they're shot in +/-2EV in Av mode then later processed using Photomatix. #5 is shot on Bulb mode. See this page for more info on HDR. Hope that helps! Cheers!