Preheat oven to 350 F, and prepare a cookie sheet by covering it with foil. If your pumpkin is large, prepare multiple cookie sheets, or have a place to put the hot baked pumpkin to re-use the same one.
Wash your pumpkin! Make sure there is no dirt on it.
Cut pumpkins into quarters or other large-ish chunky shapes. Remove the stem (or cut around it). Cut off any bad-looking parts.
Remove seeds and set them aside for roasting later. Removing the stringy stuff is optional.
Bake for 45 to 60 minutes or until very soft but not burned.
LET COOL.
Remove and discard the peel. (The peel can go into a freezer bag for stock or into the compost.)
Process in food processor until smooth. (Alternate: puree small batches in a blender. You may need to add a little bit of water to get it going, but don't add too much - see notes)
Pour puree into a large pot and heat it to just below a simmer, so it releases moisture but does not splatter too much. A splatter screen is helpful. Keep this on the heat until it thickens a bit and looks less wet. It should eventually have a similar texture to canned pumpkin. This may take a wide range of time depending on your pumpkins - between 30 minutes and a couple hours. (Alternate: Put pureed pumpkin in a crockpot on low heat with a chopstick propping the lid open a bit for about 24 hours, stirring occasionally)