They aren't totally legal, but a lot of them are actually encouraged by the labels. They seem them as a free way of getting singles by new bands out to a huge audience, and in return for that, they mostly look the other way when the blogs distribute works by bigger artists.
It's a gray area, but one that's been a very good marketing solution for labels -- especially smaller labels.
Oops, tomorrow was two days ago Andrew Kim & Sandra Van Opstal - This Is My Father's World (The W at Amazon) (6:13) Lisa Loeb - A Holiday Song (3:29) Kareem Manuel feat. Lecrae - Hero (6:09) Sol Tek (Albert Borkent)