There are a good number of sponge cake recipes that have no leavening agents in them except for beaten egg white. Here's an example: Can i bake a cake without baking powder or baking soda?why? - Yahoo! Answers
I have made other items that rise up tall and fluffy do to the beaten egg white, combined with flour and sugar, such as light and fluffy waffles, dutch babies (a kind of pancake), all things made with choux paste (eclairs, profiteroles, puffs, etc.).
Egg whites have enough body to trap air in a batter. When teh batter is then baked, that trapped air expands and leavens the end product. Combine that with the gluten from flour, and the textural addition of sugar (think cotton candy) and you can understand how these items can create a wonderfully light, and great cake.
Seeeeeya; Chief Longwind of the North