In some RPGs, there’s a place called the Black Market where mean-looking merchants offer useful or rare items for sale, in accompaniment with spooky background music inside a dark room.
Though the items sold in the so-called black market may indeed be very powerful items for your characters that you can’t buy in any other store, it’s hard to see what’s illegal about them. Especially in a country where there’s no commerce laws, no police, and all NPCs seem to want to just do their own thing.
Interesting note: the black market is almost always found within a Port town or Middle-eastern town.
See also Poaching.