Does it toss a coin to get random bit?
Or throw a die to get a random integer from 1 to 6?
Or take a car
See Joeys answer. There also exist hardware random generators which use some physical process to produce nouse and which can be plugged into your computer to be used for "true" random number generation (in the mathematical sense, the "true" is superfluous").
Under Unix-likes, such devices could be queried at /dev/random and /dev/urandom.
For an online example, see http://www.random.org/ .
Also make sure to have a look at http://en.wikipedia.org/wiki//dev/random.