They move to tax havens and/or work with specialists to set up sophisticated tax structures. Sometimes the structures aren't good enough and fail, although that is in some cases due to recklessness or improper behaviour by the person and not necessarily a flaw in the structure.
The smart ones move to tax havens like Monaco or other islands.
The stupid ones or the ones with bad advisors make bad mistakes and pay dearly as the IRS loves to get good publicity by fucking some celebrity...