There's really not a lot of great stories to tell. Lots of these were acquired back in the pre-Internet days. Local comic shops, the flea market, those little cons that would be in a hotel ballroom on a Sunday. Back when you could buy GA books for under a hundred bucks and you didn't really care about restoration because you just wanted a copy.
Later, in the early days of eBay, that became a good hunting ground. I don't think I ever hit it lucky and found a Hitler cover at a garage or estate sale. The last few have mostly been board sales or trades and the auction houses, HA, CL, and CC.
I've told this story before, so if you've already heard it and want to skip it, feel free. Years ago, I really wanted a Real Life #3. Never could locate a copy. Flew,up to Chicago before it became a Wizard show and Vincent (this was before he joined Metropolis) had a copy sitting at the bottom corner of his wall display. I asked to see it and he kind of apologetically says, "It's kind of expensive." I looked it over for about two seconds and didn't even do the usual, "Well, can you do any better on the price?" ritual. Just paid sticker price and walked away a happy camper.