In Pisa, Italy, Enrico Dini has developed a machine called D-Shape which sprays a magnesium-based glue onto a thin layer of sand (at a resolution of about 25 dpi) to bind it into solid rock, which can be built up, layer over layer in a process that can include internal curves, ducting and partitions.
The following video is in Italian, but the images show you how the machine works. You have a big pile of sand and a spray arm that dispenses the glue that binds the sand together. After spraying a layer, more sand is added to the pile, it is leveled, and then sprayed again. You can jump forward 1 minute to see the machine and some of its output:
At the end of the process, the loose sand not bound by the glue is vacuumed away, leaving the structure behind.
The idea is conceptually similar to a smaller-scale rapid prototyping approach called Stereolithography, which is demonstrated in the following video. The laser is replaced by the spray arm, and the sand rises rather than having a platform fall into a vat:
Enrico Dinis machine is the second technique that has been demonstrated to print a house. The first was developed several years ago by Dr. Behrokh Khoshnevis at USC and is demonstrated here:
The latest research with the most momentum seems to be happening in China, where 10 buildings covering 10,000 square meters were recently printed: