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In ordinary words.
Some political ads are funded through organizations whose underlying donors are not publicly named.
In legal terms.
Federal campaign-finance and tax rules allow certain nonprofit political spending with disclosure requirements that differ by entity and activity.
Where it stops being legal.
Express advocacy, coordination, reporting and solicitation rules can trigger disclosure or prohibitions.
Legal authority / Start reading
Federal Election Campaign Act; FEC disclosure rules
Open cited reference ↗General U.S.-focused information. Cases and statutes may have jurisdiction-specific exceptions. This citation may be a general primer; verify the governing primary authority. Not legal advice.