Some of them have behind the scenes backers, as in individuals putting up cash in hopes to get a return on the investment. I know one guy who sold "shares" of himself to go out on tour and for a few years, depending on how much he won, each "share" paid a dividend. Do well enough and that share paid more back then the person paid to get it...
But let's be honest....not many are making any kind of great living out there.