With the exception of SLS type machines (lasers which melt powder) or Z-corp machine (powder with applied binder) many under cuts will require additional support structures to help bear the weight of the part during construction which require manual removal after the fact. Cleverly orienting the structure can help in some cases, but not all. For example, you could create a hollow sphere because you always have a counterweight, but an upright arch would require some scaffold.

The scaffolds are usually easily removed (made of a different material then the main structure), but still require manual removal.