Auxiliary information is the information gained as background knowledge by the adversary. It is any data that might be combined with other data(sets) to give meaningful information. It is usually gathered from real world information (but not always, this too has expanded):
with the usual information gathering techniques for example from work environments, such as personal information of/from colleagues, from dumpster diving, and from any public information, such as a voter list, petition sites, forum comments, or reviews in websites, to name but a few.
from neighbourhood data collected in open data sets.
from another dataset that was either bought at a black market or gained from a merger or buying up a small data company.
and in some cases even from the target dataset.