Air that isn't forced in relies on the engine's suction (vacuum or negative pressure) to draw in air. This method (referred to as natural aspiration), however, consumes some energy/power to work, reducing the overall power output of the engine. Not only can forced induction eliminate this effect, it can go a step further and create additional pressure.
The three most effective methods of forced induction are turbochargers, superchargers, and the only one that doesn't draw from the engine's power at all, ram air.
Turbochargers use hot engine exhaust to create power for the fan/turbine which forces cool air back into the engine. It is the most well-known and used form of forced induction today. (Read more)
Superchargers get their energy via a belt or chain, from the rotational forces generated by the engine. They are second in popularity to turbochargers, but are available in a larger number of designs. (Read more)
Ram air is the only form of forced induction which doesn't rely on power generated by the engine. (Read more)
Electronic Forced Induction
Electrically-powered fans never really caught on as a form of forced induction due to a combination of its low power boost, high cost, and its drain on the electrical system.