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Spammers get your email address from a myriad of different sources. The importance of these has shifted over time, but are all still applicable. Previously, their main source of email addresses was Usenet newsgroups, which is like an Internet-wide distributed bulletin board. This source is dropping off, possibly due to its waning popularity in favour of web-based discussion boards, and that many posters these days post with a "munged" address. That is not to say that spammers don't bother with Usenet, we posted a deliberate message intending it to be picked up, and they did not disappoint. (We're not particularly worried, it all helps tune MailStripper!)
Nowadays, the main source of email addresses is, not surprisingly, the web. If your address is on a web page anywhere on the Internet, especially one known to the search engines, then your address is at risk of being targeted. Try this: Go to Google and plug in your email address. If you can find it on any pages, so can the spammers.
There are other ways too. Have you ever participated in any internet "forwards", usually jokes? Even as a recipient where the sender didn't use the emailer's BCC option? It's possible that a friend of a friend of a friend of a friend could be a spammer, and got your address that way. Or, has your friend had a computer virus in an email? Is your address in their address book? If so the virus can easily send a copy of the entire address book back to the authors of the virus, and the spammer who paid the virus writers to create the malware.
How do you get off these lists? Quite simply, you don't. You can't. Ever.
There are links at the bottom of some spam mails inviting you to remove yourself from these lists. They don't actually do that, instead all that has happened is you have confirmed that your address is legitimate, and you are someone who opens the messages to take a look at what's inside. The end result of that is you get yet more spam.
How do they obtain your email address?