There are three main sources of ALL of the data:
1. Acxiom http://www.acxiom.com/ 2. Experian http://www.experian.com/ 3. Neustar https://www.neustar.biz/
Acxiom got it's big start by developing a way to copy phone books in the 90s and they won a court case that sided with them saying the name and address information was basically public info. Acxiom aggregates something like 800 different attributes for each named person at each address using third party vendors and then resells the entire consumer database to list brokers who often times will add additional detail for smaller subsets of the data. You can opt out of Acxiom by going here
http://www.acxiom.com/about-acxiom/privacy/consumer-data-inf...
2. Experian. Same as above but they have a lot more specific data about you because you probably fill out forms related to credit and loan applications correctly. Thus they know all of you previous addresses and they sell that to companies like Intellius.
3. neustar: ditto.
The main thing to keep in mind is that each of those three companies have slightly different channels through which they aggregate consumer data so your info comes out a little differently in each database.
Almost any list broker or mailing house or telemarketer that you encounter is getting their data ultimately from one of those three companies (and in many cases they would buy data from all three sources).
Finally, a company like http://www.criteo.com/ uses a process they call "database cookie-ization" to match your online browsing history (hence interests and business) to those three databases via your email addresses. So they know what you look at online, where you live, everything you have ever requested credit for, etc etc.
There are hundreds of smaller companies like these (below) feeding data into those databases too:
https://www.hgdata.com/ https://www.fullcontact.com/ http://zetaglobal.com/ https://www.lotame.com/