There are several simple ways to to bind a book with stitching. (This is called non-adhesive binding.)
One is stab binding, a traditional Japanese form. Usually it consists of making three or four holes through the pages or leaves and connecting them with thread or string. Stab binding is particularly suitable when you are binding together several different materials that do not work with the same type of glue.
See stab-bound books at MassArt here.
A binding technique that comes from ancient Egypt, Coptic stitch involves sewing individual paper folds (called signatures) together. One feature is that it has an open spine with visible stitching. It allows a book to be opened flat without stressing the binding.
More Coptic bindings here.
Image: Annmarie Bendix, For My Nanu