I have to admit that when the Canon 5DMKIII was first announced at the first of this month I didn't connect with the potential of the the new bracketing features of the 5DMKIII mainly because I didn't look at them in any depth. This video sponsored by the guys over at imagingresource.com Chuck Westfall walks you through the options available for shooting and controlling bracketing and in-camera processing of the brackets.
As Michael points out, Canon has added a multiple exposure mode to be able to shot 9 bracketed shots up to 3 EV apart. But the more importantly the 5DMKIII has an implementation of in-camera HDR processing where you can choose to keep all the RAW (or JPEG) images that went into the in-camera processing so if you want to improve or change the processing in post you can. Other implementations of in-camera don't allow access to the frames that when into the in-camera processing. Canon's implementation of in-camera HDR processing is a great step forward.
There are some early sample images here of what the 5DMKIII does with in-camera HDR.
For me, it's beginning to sink in that even though many of the refinements in the 5DMKIII don't seem revolutionary by themselves the sum total of all the refinements is pretty amazing. If you want one of these new 5Ds you are going to have to get in a preorder line to get this one.