There are various levels of spokelessness. As UmneyDurak notes, disk wheels are truly spokless. But they can cause difficulty with handling in crosswinds. There have been a variety of wheels without traditional spokes. Spinergy, Specialized wheels with three "spokes", etc. These wheels can be different because they are often more like chariot or wagon wheels - the spokes suport the rim by being in compression, instead of by being in tension (as is the case with typical metal spokes).

Spokeless wheels are usually only seen in road racing, and then usually only in time-trial types of events. They are expensive, more affected by cross-winds because they have a lot more side-surface area, and are not repairable. They can give some aerodynamic advantage, though they are typicall heavier than high-level spoked wheel designs.

A nice article about various designs, and comparing them to typical-design tension-spoked wheels, is
http://damonrinard.com/wheel/grignon.htm
Interestingly, all but one of the aerodynamic wheel designs tested in the "data" part of the article are traditional tension-spoked wheels. The "spokeless" model is the Specialized tri-spoke that I'd referred to above.