[morzh]

I had friends who were into that black record market.
They would convene openly in a well-know place, exchanging record, or trading them.
Every once in a while militia would come and confiscate some records. Partly because it was against the law, partly for their own use. If you knew whom to pay off, you would not be touched.
No one was really arrested for this although some unpleasant consequences for vulnerable folks like college students could happen.

Well, that was long time ago, it all ended with perestroyka pretty much persecution-wise and then when the curtain fell so did the black market. Good equipment was (and is) still expensive but no comparison to the price/earning ratio that existed then.