Numerical simulations that take into account propagation, self-focusing, and gain saturation in solid-state lasers reveal that self-mode locking can take place in such lasers even in the absence of apertures. The combination of self-focusing and pin saturation produces a differential gain that favors the growth of short pulses and eliminates cw oscillations. Nonsymmetrical cavities can provide a substantial differential gain when they an operated near a stability limit.