Bootlegs are illegal releases, unauthorised by the band (or by the band's management or record company). Usually they consist of concert recordings but sometimes they can contain obscure singles, b-sides or other studio tracks. The quality is generally much lower than official releases (which is the reason bands give for not liking bootlegs, the real reason is they don't get any royalties) and sometimes bootlegs make misleading claims about what they contain.
Because they are illegal, it's difficult to advise anyone where they can find them. Usually you find them on market stalls, at record fairs, or being traded by collectors. Legitimate record shops avoid them. This discography can help people ensure their collections remain entirely legal :-)
There are two other types of illegal recording: counterfeits and pirates. Details of these are contained in part of the regular discography.