You don't necessarily need sex to have an orgasm. You can also have an orgasm at these three (perhaps somewhat unexpected) moments.
In your REM sleep, the sleep stage in which you sleep the most, you can become physically aroused:you get wet and your genitals swell. This allows you to have an orgasm. It may be that you have an erotic dream, but sometimes it happens for no reason.
Read also: 'Blowing your nose increases the chance of an orgasm'
Sport is good for your sex life, but sport itself can also cause you to have an orgasm, the so-called coregasm. Which sports stimulate a coregasm?
Some people can relax to soothing sounds or soft voices. It provides pleasant jitters. The name for this is ASMR (Autonomous Sensory Meridian Response). It is compared by some to a 'braingasm'.