This has been a recent discussion on one of the subforums on Bladeforums.com. A good, cheap, and easy to make harpoon was made from a spade bit (that's a flattened, paddle type bit for drilling wood). They took a 1" bit, drew out a triangle and ground out a decent looking harpoon. The shank was easy to mount up in a thin piece of bamboo or cane.

Here's a link to a full how-to:

http://funditor.110mb.com/wiki/index.php/Steel_Harpoon_Point

Not a harpoon, but something the old guys would do when I was growing up was called "snagging". They would tie a half dozen hooks, usually treble hooks, to a line about 6 inches apart. Then they would just cast the line. They would jerk and reel, jerk and reel. Any fish the line dragged across would snag on the hooks. It would actually work pretty effectively, though I'm sure it's illegal.