I've had luck air layering bay laurel. But it takes a long time for the roots to develop.
My current bay laurel tree (more of a bush really) was air layered from a bushy tree in a friend's yard a few miles away. Mine is in a large planter that is marginally mobile, and I bring it in the basement during the winter. I'm thinking about layering off a few more, maybe next year. To successfully air-layer bay laurel, you do need to cut/scar the bark in a couple of places. Wrap the cut spots on the branch bark with rooting/growing medium and wrap it with cheese cloth or an "ace bandage" to hold the moist rooting medium in place.
When I did mine, I used "rooting powder" on the cuts in the bark, and it still took 4 to 6 months for enough roots to develop that we felt good about cutting it off the mother plant. The roots develop very slowly on bay laurel, and I'm told that 4 months is not at all unusual for rooting time. I'm not sure if cuttings would survive long enough to develop roots.
Bending a low branch down and burying it in the ground, as suggested above, is another propagation method, very similar to air layering. Again, "rooting powder" helps, and patience is needed.
It's not a real fast growing tree, either. Patience is required for any attempts at growing bay laurel and "growing your own bay leaves."
