I don't think you'll ever know where something came from if you're buying used, garage sale, ebay or shop. I would try to stick with reputable architectural salvage places or watch CL for people that are demoing a house. You could try asking about the history of the piece you find to see how the seller reacts. Someone with a real passion for it will more than likely remember at least something about where they got it from.
I've got a pretty eclectic mix of furnishings in the Cottage and several pre 1930's pieces were "curbside finds". Our dining room table came from an architectural salvage place that had gone under and was bought out by a group converting it into an artists loft type place and clearing out the "junk". I'm hoping to get paneling to match what's in the living room from a guy on CL that's doing a remodel. I got a great old door knob from a door someone was throwing away (the door was beyond saving) and some beautiful panel doors from an estate (the Po had removed them MANY years prior and replaced them with slab style doors and they didn't want to put them back in, as the doorways had been changed to fit the "new" doors). I also got some old panel doors from the "trash".
I missed an opportunity to salvage some pieces from a cottage down the street and I'm still kicking myself a year later. If I had only known it was going to be torn down I would have contacted the owners. Great old farmhouse sink, some fixtures, a built in corner cabinet...oh well. I think it all went into the dumpster-I only know it was in there because we looked at it when it was for sale and the buyers that demoed it beat us to an offer.
A big old victorian that's in the same town was salvaged about two years ago before they tore it down, we saw the company there doing the work.
We actually talked about starting a a salvage company when we were looking at a place with several large barns. That deal never materialized, but I still can't help myself from rescuing treasures from the side of the road and either keeping them or rehoming them. While I'm sure there are ill gotten pieces out there, I'd prefer to think most aren't.
The Cottage Blog: http://eclecticcottage.blogspot.com/
Current home: 1950's Summer Cottage turned year round home (the Cottage)
-@ 700 sq ft, heated with a wood stove, on the shore of Lake Ontario
Previous home: 1920's Vernacular (the Old House)