I usually have them when edging; it is more challenging during sex.
"Orgasm and ejaculation are two seperate events."
While edging, just before I reach the "Point of No Return" (when I get that twinge that lets me know I'm going into orgasm); I can work my P.C. muscles; which allow the orgasm to proceed with no ejaculation.
I can have a dry orgasm by pumping the P.C. as a brake several times, or if I go too far to control it thusly, I can still do a very powerful P.C. flex and hold. I also open my eyes wide, straigthen my neck, and gnash my teeth. Breath control and a good personal senstitivity/self-knowledge are also very helpful.
By the above methods I can continue stimulating myself thru orgasm to draw it out even longer... (do a search on the net for "Multiple Male Orgasm", or "Dry Male Orgasm" "Non-ejaculatory orgasm" etc).
If I end the session without an ejaculatory orgasm, I make sure to do testicle massage. I actually do the massage usually if I ejaculate also; even after sex...
The ancients believed ejaculation should be controlled for immortality (an especially long and healthy life).
Something about ejaculation possibly depleting bone marrow?
Bone marrow and semen are intimately
connected; both are generated in related
glandular cycles.
-Nik Douglas, Penny Slinger - Sexual Secrets: The Alchemy of Ecstasy, page 234
I ejaculate only around 25% of my orgasms.
Blessings.