Scavengers are always stealing tools off jobsites. Where does it end up? Pawn shops.
eBay
people will put expensive broken tools on here. Usually it's just a bad capacitor and you have yourself a really nice tool for cheap
garage sales
especially the recent widows (RIP). They'll be getting rid of tools their spouse used and is now just taking up space
storage unit auctions
never done this personally, but I understand abandoned storage units are either clothes or tools
estate sales/police auctions
you can bid on tools and stuff from the comfort of your couch! You almost always have to pick it up yourself though. No delivery 😢
join a hobbyist group
I never would have thought of this on my own, but I was talking to a guy that sold turned ornaments at a craft fair. He said to join up with one of these groups since they get group discounts on supplies and (I swear he told me this) to get tools and wood from dead members. Most of the guys in these groups are retirees (this guy was no less than 70) and when one of the members passes on to the great woodshop in the sky, the members get together and take all of the stuff, ostensibly so the bereaved spouse doesn't have to figure out how to sell and move a 2000 pound lathe or piles of wood. So there's that.
Materials
Wood
Source
Notes
pallets
they're everywhere. don't get ones with stains or with the wrong markings. Everyone has opinions about how to take apart pallets, but the best way I've found is to use a SuperBar and a carpenter's hammer (they're heavy) to bash the nails back through. Use your shoulder and gravity when bashing the points of the nails so you don't wear yourself out. Use the SuperBar or a wrecker bar for leverage to get the nails out. If you use the claw on the hammer, the heads will just break off.
Dimensional/Construction lumber
Cruise around new developments where they're building houses or apartments. There will be dumpsters full of wood. Make sure to check it for relative straightness, it might be in there because it's too warped to use. Also check for pressure treated wood used on decking. It's rather poisonous to cut, and will set off a SawStop if wet.
cabinet shops
they'll have offcuts of really nice wood species in panels and boards
heavy equipment suppliers
think electic supply, industrial machinery, new breweries. Anything that's really heavy will be delivered on hardwood pallets. Caveat: NOT stone suppliers. It'll be hardwood, but the grit from the stone dust will wreck your blades.
plywood
I've gotten good plywood when someone throws out a bunch of cabinets. Cabinets in residential homes are usually garbage -- they're chipboard or MDF which has swelled through years of use. I've gotten really good stuff from hospitals and labs doing a renovation.
shipping companies
There's a shipping supply place nearby that is several acres of different pallets. You can pick out hardwood pallets for cheap
places that make stuff out of wood
they'll have offcuts. the place in my city that makes Pilates machine bases regularly puts out free 5/4 oak and 3/4" baltic birch plywood. For places like these, don't hesitate to walk inside and just ask. They usually feel bad about throwing away stock, and will hold the good stuff inside until the last minute so it doesn't get wet.
Metal
I don't do a lot of metal (yet) but I'm collecting for a headboard I would like to make. I'll update this as I learn welding.
Bedframe Rails
Plastic
Source
Notes
acrylic counter tops
outside of a lab I found a bunch of acrylic countertops like the ones in Chemistry class in high school. These are super expensive and make great worksurfaces
formica
kinda hard to use, but it's very slippery. I'm currently using some for drawer runners, and I plan on using some for a router table I'm going to build.
acrylic for a laser cutter
There's a plastic supplier (that's all you have to Google) that has a remnant sale every last Friday of the month. You can get all sorts of stuff super cheap if you're not making something gigantic.
HDPE/Cintra/Delrin
Same as above. You get HDPE (milk jug plastic) in large stock and can cut it on a table saw. I use it for miter gauge runners since it doesn't expand and contract like wood does seasonally.