They're good at making deals. They know the right people. They have a good knack for social intelligence and little compunction about skimming a lot of money off the top of the labor of others.That combined with a good dollop of luck and/or a phenomenal amount of greed is about it.
Please note that while it is possible to be ridiculously wealthy without being astonishingly greedy, it is not very common. In particular any wealthy individual who is complaining about taxes/the deficit/socialism or who supported Romney is definitely greedy.