Hi Owen -
In theory, you should be able to grow any epiphytic orchid without media. Or, a least, any epiphytic orchid with water storage organs (pseudo-bulbs, canes, succulent leaves). I know I've heard of people growing orchids in coarse gravel, rubber tire chips, and even round glass marbles - none of which are going to do much more that act as a root anchorage. You'd probably have to water very often - maybe a couple of times a day - and supply a suitably moist and breezy environment. But it's do-able.