Here's the JPEG, non HDR+ shot on a Nexus 5: http://i.imgur.com/So44muL.jpg
Here's a similar image shot with HDR+: http://i.imgur.com/QFS3ZYd.jpg.
As you can see, the dynamic range is increased greatly; however there's strange black spots in the shadows.
Here's the same photo that I took in DNG format, edited in Lightroom:
http://i.imgur.com/VRFsnf5.jpg
And here's my HDR photo, combined 5 DNG exposures inside Photoshop HDR Pro's functionality: