In my time at HMV, we would get faxes and phone calls from people working at small record labels, which ranged from some-guy-with-some-stuff up to Trojan Records.
I very rarely took anything, but I did buy a handful of copies of the Danger Mouse Grey Album.
While the album had approval from both Jay-Z and the surviving Beatles, EMI, the label that owned the rights to the Beatles' White Album (and former owners of HMV themselves), were determined to stop its distribution.
Not that this was connected to the copies purchased and sold in our store; they were someone's own pressing with the source material being a digital download.
I would have thought this kind of thing would be all over by now, but while browsing in HMC recently they had more than one bootleg TOOL live recording on vinyl. Very illegal.