Already in special relativity, mass and energy are equivalent (the famous formula $E=mc^2$). So it's not surprising that in special relativity, it's not just mass that creates a gravitational field, but also energy (or even more generally, stress-energy).
So if you have a vaccuum with energy - e.g., a lot of photons - it creates a gravitational field.
Even more interesting thing happens in black holes, which have no particles whatsoever but a "self sustaining" gravitational field. It's sort of circular reasoning: Because near a black hole spacetime is bent, it causes a gravitation field and stress-energy, and this stress-energy in turn causes space-time to bend! The black hole, Schwarzschild's solution, is a particular solution of Einstein's field equations where the bending of space is exactly enough to create energy which creates the same bending.
Another thing worth noting is that Einstein's field equations ("General Relativity") also allows the concept of a cosmological constant, a.k.a. vacuum energy. It is possible that vaccuum itself has energy which in turn bends space and creates gravitation. We currently believe that our universe indeed has a small amount of that so-called "Dark Energy", and it is causing our universe's expansion to accelerate.