I always have been interested how does that sounds of dragon roaring are made in the movies or in the videogames. So, the question, exactly, how? :)
Well, the best way to do it is to find yourself a wild dragon that hasn't been exposed to humans too much and by tickling it behind its ears you will cause it to roar. You just have to make sure to stay clear of the tail and head though.
And for the real answer: Most dragon roars or rather "animal" roars are a combination of different roars, breathing sounds and similar taken from all kinds of animals and layered on top of each other, this is where sound design really becomes an art form and great outlet for creative ideas. As an example I've used swooshes, mechanical grinding sounds, diesel engines and many other non-animal sounds to "enhance" the sound of a roar.