[alexforster]

Many of them are unintentional: a device sitting on the open internet has some vulnerability and gets exploited. Bad guy sets up a proxy on the device and uses it to click a bunch of ads using bots, or crawl Google results, or launch attacks, etc. Or, as mentioned below, they could simply be the result of misconfiguration.

Some of them are very intentional: https://www.torproject.org/