Is there any circuitry that can double (or triple) AC voltage using no transformer ?

 

Such circuits would be highly frowned upon around here. Far too many "n00bs" may be tempted to experiment with it, and mains power is nothing for n00bs to play with.

A transformer is required to safely isolate the circuit from the mains; even just a 1:1 isolation transformer will limit the current present.

That being said, there are voltage doubler, tripler and quadroupler circuits on this page:
http://hyperphysics.phy-astr.gsu.edu/Hbase/electronic/voldoub.html

But don't try to power them straight from the mains.

 

Thanks, Sgt.
No mains involved at all; I mean AC in ; AC out. 12AC to 24AC or 36AC.

 

OK, those will do it for you - "sort of".

A voltage doubler will reduce the available current by more than half, and it won't be quite double the voltage either (due to the Vf of the diodes used).

A voltage tripler will reduce the available current by more than 2/3, and the Vf of the diodes will become more pronounced in the losses.

A flyback topology inverter is a good alternative to using voltage doublers/triplers. Not as simple, but arguably more efficient.
Ronald Dekker's "Flyback Converters for Dummies" is a great tutorial; well worth a few read-throughs:
http://www.dos4ever.com/flyback/flyback.html

 

Those do use transformers, and do not output AC

 

My brain must be off completely today.

None of those voltage doubler/tripler/quadrupler circuits I mentioned will do it for you; the output will be DC.