Depends who you're talking about, but there are several options.
Some sites actually send people to events and get their own photography. There are also services that do licensing for this sort of thing. Off the top of my head, Getty Images is obvious, and the Associated Press has a separate dedicated image service, as does Reuters. There's also WireImage, which at the lower-level plans will be within the budget of even comparatively casual bloggers.
A service called PicApp used to have a setup with wordpress.com to give its users access to their imagery, but they're now defunct.