All of the above would be my answer excepting for online. I made my purchases B. I. (before Internet).
In the past I've obtained a few by answering ads in the "Shotgun News" or "Gun List". The sellers with whom I delt always described their guns fairly and I was always satisfied with the transaction.
Best single source for my acquisitions has been the gun show. Once I could shop for condition and price, choosing from several examples of whatever I was after. Things are different these days. The good stuff is priced so stratospherically high and that isn't even the worst problem. The good stuff just isn't available for any price at the gun show anymore. Another generation of collectors has entered the market and competes for the static numbers of desirable models. The tables full of Colts, Smith & Wessons, Winchesters, and U. S. military firearms are a thing of the past. The only exception might be the mighty Tulsa show. I've never been though I live in North Texas.
I had the good fortune of being blessed with the greatest gun buddy a guy could have. He was 50 years older than I and began acquiring some really great Colts, Winchesters, and Remingtons as early as 1920. Much later I was able to replace my lower grade examples of some few models with really good guns purchased from him. I still miss him badly. He had great shooting and hunting tales. A sort of kindly Elmer Keith.
I've picked up some good finds in local gun shops in years past but again one rarely sees what I consider treasures turn up these days. I have a nice Savage Model 99 and a Winchester Model 1895 picked up from a local Fort Worth gun shop.
One of my very best purchases was a Winchester pre-64 Model 70 Standard Weight .30-06 found in a bunch of "sporterized" military rifles stacked in a corner of a dingy pawn shop in Hillsboro, Texas.
The deals on the treasures are still out there, they just take some tracking down to "bring to bag".
I have used the net quite a bit. Auction sites and collector forums have good things but prices run at a premium level. Here in Indiana there are a lot of gunshows, careful looking has produced some buys from folks that don't know what they have or just want to sell it. I have two local dealers that know what I want and let me know if they find something. Knowing a fellow collector has benefits if he doesn't want the same thing I want. I have got a few things at estate auctions also. Pawn shops have not been sources for me.
Really depends on what you define as a treasure. I'm not hard to please in that regard. Sometimes from the buyer's perspective it is just luck. I would frequent the local gun shops and develop a list of shops that deal in older firearms and visit them when you have time or in the neighborhood. Sometimes it is hard to tap into the good ole boy network as they are frequently well established.
You can ocasionally find good stuff at estate auctions. The heirs often sell the guns before the auction though which is why you should visit the local gun shops. You see such things on consignment there.
Pawn shops, I never have much luck there. But I have purchased a few over the years in pawn shops. Certain gun shops (pawn shops) in the area are better known for selling or dealing in used firearms. Those are the ones to check out!
Gunshows; people talk about the high prices and so forth, but they are consistantly productive. Not everyone sells on line or wants the hassle.
There are also big gun auctions. These are often advertised in Gun List or Shotgun News.