Preheat your oven to 400℉ and line a baking sheet with foil.
Wash your pumpkin and cut off the stem. Then cut the pumpkin into fourths and scoop out the pulp and seeds. Place the pumpkin pieces cut side down on the baking sheet.
Place the sheet in the oven and roast the pumpkin for 45 minutes or more, until tender when pierced with a knife.
Let the pumpkin cool so you can handle it, then scrap out the flesh into a food processor. Process the pumpkin until very smooth.
Notes
Try it with butternut squash. If you want to make butternut squash puree, which also works wonderfully in pie or anywhere else pumpkin puree is called for, use this same method.
Use the method with more pumpkin. The sky's the limit when it comes to how many pumpkins you use! Just use this method with as many pumpkins as you need.
Freeze it for later. Similarly, you can make a lot of pumpkin puree at once, then freeze it for another time. See my storage notes below.
Save the seeds. Keep the pumpkin seeds, wash them, salt them, then roast them at 350 F for 20 minutes for a little salty snack.