Where do lead generating companies selling leads, get their leads?

Specifically. When a car dealership buys a sales lead or subprime sales lead from a 3rd party, where do the leads come from? There are many American companies selling these types of leads to Canadian car dealers, as well as companies like e-dealer. Where are these companies getting their leads? Do they use large general SEO websites? Do they buy the leads and then organize them? Please be specific and provide examples if you know. Thanks!