Make a bed alcove out of a closet with folding doors by removing the doors, taking everything out of the closet and putting the head of the bed against the back wall of the closet.
Create a temporary bed alcove by putting a bed on one side of the room and surrounding it with freestanding screens, curtains or very tall furniture.
Make a bed alcove with two-sided access by positioning a bed in a large doorway. This technique was used by Thomas Jefferson at Monticello, according to the website Apartment Therapy.
Fashion a bed alcove in an unused hallway by blocking off one end of the hallway, fitting a bed into the hallway and installing either a curtain or a door at the other end.