Taliban
The Taliban have financed themselves mostly from selling illegal drugs. A big part of the opium sold worldwide comes from Afghanistan: The Taliban grow the poppies (which are used to make opium). Another part of their income is racketeering: they offer "protection" in exchange for money. They also take taxes (in accordance with Islamic law, as they claim) in the areas they control. Finally, there's financial support in the form of donations, from abroad. Most of the donations come from countries around the Persian Gulf; many donations also come from Pakistan.