How do I mock a class without an interface?

With MoQ, you can mock concrete classes:

var mocked = new Mock<MyConcreteClass>();

but this allows you to override virtual code (methods and properties).

Most mocking frameworks (Moq and RhinoMocks included) generate proxy classes as a substitute for your mocked class, and override the virtual methods with behavior that you define. Because of this, you can only mock interfaces, or virtual methods on concrete or abstract classes. Additionally, if you're mocking a concrete class, you almost always need to provide a parameterless constructor so that the mocking framework knows how to instantiate the class.

Why the aversion to creating interfaces in your code?

Simply mark any method you need to fake as virtual (and not private). Then you will be able to create a fake that can override the method.

If you use new Mock<Type> and you don't have a parameterless constructor then you can pass the parameters as the arguments of the above call as it takes a type of param Objects