They literally break down the wall and cut out the artwork. Sometimes in cooperation with the owner of the building that chooses to sell it. Banksy always sees it as a gift to the community and does not see any money once it’s sold on an auction.
Sorry FunchaBunions! I’m working heavy deep on my Haunted Homeys pitch packet for a big ol’ cartoon pitch meeting with a cartoon making company tomorrow! Wish me luck! So you’ll have to settle for a weird Cave Chick comic I did back in ‘09!