Just found this great tutorial on how to make your own soldering iron from bits of wire, fiberglass tubing, nichrome wire from a hairdryer, and a rough cross section of a branch.
When I was searching to find the video again to place it above, I found that there are MANY MANY different versions of the home made soldering iron made with slightly different parts, so there are lots of options.
For some of the other homebrew soldering iron options, follow this link to YouTube!
Apparently, this is a fairly common thing to make when you might not be able to get to your commercial soldering iron, and have a few minutes and the parts.