In the US there is a royalty fee paid for each blank cd that is labeled for "music" use. Also manufacturers for certain recording devices pay royalties whose cost is passed on to the consumer. Every time you buy a VCR/Audio Tape Player/DVR(?) you're probably implicitly paying the RIAA some money.
If you really think about it from their position, it sorta makes sense. If they're already receiving payments for some devices that facilitate recording, then in their minds they should get payments for copying over a network as well. Interestingly enough, I believe "computer peripherals" are excempt from this tax/levy/royalty.