It's not shady "Take a free trip!" websites.
It's your Dominoes Pizza order, it's your trip to Target, it's everything you do. (A sales person for one of the big companies listed those specific groups, but said it was basically everyone.)
The big companies in the industry (LexisNexis, Thompson Reuters' CLEAR) buy everyone's data. Anything they can get their hands on.
As far as I can tell, everyone in the country's data is being stored; everywhere you have ever lived, all of your phone numbers, voting records, debts, legal history, marriages, past names and aliases, email addresses, everything.
It's all in a handful of huge private systems. Systems that were originally marketed to law enforcement agencies, but are now being shopped to private companies as well. Insant CheckMate is just a tiny tiny fraction of what is actually captured by these data brokers.
Source: You'll have to take my word for it.
Interesting tidbit -- They have alerts setup in the system; E.g. if you search for the wrong person you'll get a call from headquarters asking why you're pulling up Kanye West's home phone number, etc.