Since servlets are completely dependent on a container for full function, you can never completely test without a server of some sort.
However, you can design major functions for testing outside the servlet environment with careful architecture. I have done this and it is worth the trouble to be able to test the separate pieces. The main architectural point is to remove functions from dependence on the servlet API
Here is one example - suppose you have to perform some function based on a POST from a HTML form.
Note that the javax.servlet.ServletRequest interface has a getParameterMap method - this returns all of the values from a POST as a Map. If you write a class with methods that process Map input you can write tests that take input from local files.