This is a short post on how you can add a new SATA og SCSI harddisk in your running/live linux machine without a reboot.
The BIOS of the machine is not aware of new hardware being added, but you can ask the disk controllers to rescan and become aware of new harddisks.

This is how you force a rescan of the SCSI controller in your linux machine
$ sudo echo "- - -" > /sys/class/scsi_host/host3/scan
I used host3 because the disk was connected to that controller, but you should replace it with the controller you use.

To see the result of the rescan you can issue the dmesg command
$ sudo dmesg
[ 3117.041231] ata3: hard resetting link
[ 3117.371445] ata3: SATA link down (SStatus 0 SControl 300)
[ 3117.371464] ata3: EH complete
[ 3128.224802] ata4: exception Emask 0x10 SAct 0x0 SErr 0x4050000 action 0xf
[ 3128.224809] ata4: SError: { PHYRdyChg CommWake DevExch }
[ 3128.224818] ata4: hard resetting link
[ 3129.100450] ata4: SATA link up 1.5 Gbps (SStatus 113 SControl 300)
[ 3129.108545] ata4.00: ATA-8: ST31500341AS, HP23, max UDMA/100
[ 3129.108550] ata4.00: 2930277168 sectors, multi 0: LBA48 NCQ (depth 0/32)
[ 3129.140500] ata4.00: configured for UDMA/100
[ 3129.151034] ata4: EH complete
[ 3129.151159] scsi 3:0:0:0: Direct-Access ATA ST31500341AS HP23 PQ: 0 ANSI: 5
[ 3129.151491] sd 3:0:0:0: Attached scsi generic sg1 type 0
[ 3129.151568] sd 3:0:0:0: [sdb] 2930277168 512-byte logical blocks: (1.50 TB/1.36 TiB)
[ 3129.151895] sd 3:0:0:0: [sdb] Write Protect is off
[ 3129.151900] sd 3:0:0:0: [sdb] Mode Sense: 00 3a 00 00
[ 3129.152052] sd 3:0:0:0: [sdb] Write cache: enabled, read cache: enabled, doesn't support DPO or FUA
[ 3129.176718] sdb: sdb1
[ 3129.178535] sd 3:0:0:0: [sdb] Attached SCSI disk
[ 3571.306535] ata4: hard resetting link
[ 3571.781238] ata4: SATA link up 1.5 Gbps (SStatus 113 SControl 300)
[ 3571.821270] ata4.00: configured for UDMA/100
[ 3571.831850] ata4: EH complete
[ 3756.103000] ata4: hard resetting link
[ 3756.574619] ata4: SATA link up 1.5 Gbps (SStatus 113 SControl 300)
[ 3756.614674] ata4.00: configured for UDMA/100
[ 3756.625209] ata4: EH complete

This example has been tested on Ubuntu 12.04, but should work on any other linux flavour available.
This post was highly inspired by http://www.cyberciti.biz/tips/vmware-add-a-new-hard-disk-without-rebooting-guest.html that also describes how you remove devices etc withour reboot. This is a great way to add new harddisk to a virtualized linux server that cannot be rebooted.