This was an oft-repeated question of Steve's over the course of our marriage, which, coincidently, will be thirteen years old tomorrow. He usually asked this about things for which there certainly could be gravy, but generally did not lend themselves to gravy, such as baked chicken, or maybe pork chops. Honestly, there was a while there when I thought he thought that gravy just happened, like spontaneous combustion. Clearly, he had no clue what good gravy required, and that would be pan drippings. The problem was, I'd learned to bake chicken in a glass baking dish, and the drippings usually got thrown out. But then it dawned on me, and you probably figured this one out long ago: bake the chicken in a frying pan, remove it to a platter to keep warm, and make gravy with whatever's in the pan!
So that's what I do: the chicken parts (thighs, usually) get baked and removed to a platter to keep warm, and then I add whatever amount of flour the pan looks like it needs to make a good roux. Then I add stock (if I have it) or more likely, water and chicken bouillon and herbs (thyme and marjoram) and fresh ground nutmeg and pepper. The gravy gets to simmer for a little while to thoroughly cook the flour in the roux and thicken somewhat. Tonight I poached the carrots in the gravy to impart a little flavor and color to it and the carrots were divine. The gravy wasn't too bad either.
Since starting this method anytime I announce that I'm going to bake chicken for dinner, Steve no longer asks the question. He knows.
There will be gravy.