Secondary markets. Both SharesPost and Nasdaq Private Market (Second Market Solutions was acquired by Nasdaq) offer this service. Pre IPO, FB shares were floating around secondary markets. Note investors are usually looking for household name unicorns on these markets.
As someone who has had those opportunities, they are often not that good. Your limited to a certain percentage of your vested stock, and there is a pool which quickly gets oversubscribed.
And you can't do it in an adhoc manner, it's usually organized by the company to one buyer.