A lot of the films I've worked on do fliering locally for the screenings as well as sending press releases to local newspapers.
As far as nationally, they do a lot of research on sites/ magazines that would be interested in the film (ie: the last film Nun of That is a nunsplotiation film, and there is actually a nunsplotiaion.net!) and then send hem information and photos from the film and usually get a write up for that. Of course it always helps to have contacts as places like Fangoria or POP Cinema or so on so that they'll review the film and write articles and so on. And of course also - sites like this! Find places that are into indie film and show the trailer, if people are interested they'll want to see more.....