I assume you're wondering about the black market? Traditionally, Russian and Eastern European carder forums. In the golden age of Western Union and Moneygram... More recently, dark web markets over TOR with multi-sig cryptocurrency escrow.
for exploits that don't target a single deployed instance there is a 'grey/white' market. off the top of my head: ZDI (more defence oriented. i think they distribute just signatures for intrusion detection), Zerodium (more offence oriented), Exodus Intel EIP (not really sure.. they distribute a feed)