A couple of things you could try (none of which are a big secret...)
First off, if they're cheaper locks you could try prying. Get a crow bar and a piece of extention pipe. Fit the bar so when you pry on the lock you don't put pressure onto the frame and go. (Probably won't work as you have to be pretty violent but worth a try if they're older, cheaper locks. Some of the Wall-Mart U-locks are really soft steel.
Next, the Jack. See if you can fit a car jack so the jack pads push against the cross bar of the lock and the u-section. (The long ways.) Start expanding the jack and watch your eyes. The hope is the locking pins will break, not the metal
If that dosn't work you can try crushing the U. wrap a length of heavy steel cable around the middle of the U and then around a large steel bar, start turning the bar and try to crush the U. (Mostly trying to deform the U so the indentations don't line up with the locking pins.) You can also use a come-along here if you have one that will work on a small space...
You can also come-along wratchet on part of the U to a fixed object, though be careful to secure the other side and don't wreck the bike.
Next into chemicals and fire (fun!)
Hard to find liquid nitrogen and newer locks are cold forged and don't get brittle. But you can usually crack the pins in a lock cylander with a combination of heat and cold. Can of Right Guard, first with a WD-40 straw into the lock to freeze it, then flaming to heat it. After a can (don't blow yourself up) the pins will crack, the lock mech will break and should release. (Or you might just blow yourself up...)
A side note here before the moderator jumps my bones.
All these, used for years. Since the U lock was invented and before.
And most won't work on any lock over $40 bought in the last few years and are more likely to break the bike.
Just get a good hacksaw and some music, and spend an hour or two cutting through the bolt. You might need a few blades too.