Usually they use escrow accounts. The money isn't released to the seller until the buyer says he received it and it was what it was supposed to be. The scammers try to get the buyer to forgo escrow but thats usually the sign of a scammer.

Was on the Black Market Reloaded site the other day. Shit loads of drugs, guns (AK47'S,Glocks etc) explosives, fake id,counterfeit money and prostitutes some who claimed to be 15 years old. Thats the kind of shit that will attract the attention of just about every law enforcement agency. I was just looking...no way i would ever order anything off any of those sites.