In theory? Quantum and thermal effects inside an unstable configuration of transistors.
The simple example is a basic SR latch (two NOR gates, where the output of one gate feeds one of the inputs of the other, and vice versa), where you start things off by applying a signal to both S and R. When you remove the signals, the latch will eventually fall back into one of the two stable states - but which state it ends up in is random.
So you can easily produce a stream of bits from a potentially-biased random source, and then do some deterministic massaging of that stream to produced an unbiased stream of random bits.
Intel is at least supposed to be using something like a "coin-flip" circuit, which has two stable states and can be forced one way or the other based on thermal noise:
That output stream may be biased, so it subsequently goes through a "whitening" stage based on AES.
(One question I haven't seen an answer to: presuming all the hardware functions as described, would it be possible for a microcode update to change the output --- e.g., by whitening the output of the real-time clock instead of what I'm calling the coin-flip circuit?)
Usually, electric components with unpredictable timing or behaviour are used to generate randomness. Sometimes they intentionally use noisy or unshielded components to use the noise for randomness.
Edit: thanks for the interesting replies!