This is an uneducated guess, but I bet they get them a lot of ways...
1) Stolen directly.
2) Bought on the black market (likely stolen).
3) Sold to the drug cartels, smuggled back from Mexico.
4) Bought in FTF transactions, because he could not buy it legally.
5) Bought in a gun store, because the person has not been convicted before (whether or not he has committed a crime).
6) "Borrowed" from a family member who is a legitimate person.
7) Cheapo weapon that will last 10 rounds that was created by a crook with some machining skills.
No matter how much gun control we put in place...
#1 and 2 we literally can't stop. If bad people want guns, guns will be stolen.
#3 wasn't the citizen's fault (F&F). Although barring that, we can't regulate the drug cartels in Columbia.
#4 we can legally regulate, but practically there's no way to enforce the law.
#5 and #6 we can't do away with without affecting every law-abiding gun owner.
#7 there is no way to do away with, especially with 3D printers nowadays.
Basically, that's how BGs get guns, and why gun control won't stop them from getting them. At least in my logical opinion.