Epictetus comments on Open thread, Feb. 9 - Feb. 15, 2015 - Less Wrong Discussion
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The old way is to employ someone to serve as a front man. Everything is in their name, but you run it and collect the paychecks.
For a more modern approach, you can find a country that's happy to host your business and won't ask questions. If you do it right you could obfuscate it enough that one would have to obtain warrants in three different countries to discover your involvement. But unless you're running a drug cartel or terrorist network, it's probably more trouble than its worth.