If your number was ever with a campaign, political interest group, or party, they usually sell or give it to other campaigns. Sometimes fundraising or mail firms will make their lists available to clients. Sometime the origin vector (where your number became a record) came from your voter registration data, other times it comes from you signing up for a free sticker at an event on a college campus, or from when you signed up at a speaking event.

Source: used to run campaigns in Virginia.