Dogs can wet the bed for a few different reasons, but they mean the same thing: stained, soiled bedding. If you want any hope of preventing your dog from peeing where you sleep, you must first understand what's motivating the behavior.
Staking a Claim
Dogs are territorial little creatures, and unfortunately for your bedding, they like to mark their territory by spraying it with urine. Especially in multiple-animal homes, dogs will spray anything they want to claim as their own, coating it with their scent and hormones. This is even more common in dogs who are not spayed or neutered -- these animals are assertive and loaded with hormones, motivating them to mark whatever they want.
Response to Stress
Some dogs just can't handle stress. A dog that experiences separation anxiety may be prone to urinating when you leave him alone to his own devices, because he has no other way to channel and express his anxiety. Other symptoms of separation anxiety include destructive behavior like chewing and scratching, making excessive noise or even going No. 2 in the house.
Of course, medical problems can also cause inappropriate urination in your dog. For example, if he sleeps in bed with you and can't make it through the night without going to the bathroom, he might have incontinence that prevents him from holding it in while sleeping. He could also have a urinary tract infection or other disorder that causes him to urinate uncontrollably, so if you notice that he's urinating in the bed even while you're in it, he may need to see a vet.
How You Respond
First and foremost, consider seeing a vet about your dog's inappropriate bed-wetting. It could be symptomatic of a health issue, and even if you suspect separation anxiety, your vet can prescribe potential solutions to calming your pup's strained nerves. Neutering or spaying your dog is particularly effective for eliminating urine marking behaviors, but if you're unwilling, you may need to simply keep him out of the bedroom.
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