There is a whole hobby community of people who manufacture their own ammunition. You can order everything you need to get started over the internet, with no permits (unless you live in a short list of states like Massachusetts, in which case a firearms permit is needed to purchase ammunition components).
Some people do it to save money, some because they're competitive shooters (who want to hand-optimize their loads), and others are survivalist types who want to be "off-the-grid".
(I don't know if this is sarcasm, but I'm answering with the assumption it's not.)
Manufacturing ammunition is simple and requires components and equipment that can be purchased for relatively little money and with (almost) no restrictions.
Buying gunpowder, primers, bullets, and casings is very possible via the internet (though gunpowder and primers are subject to hazardous shipping restrictions). After that, you could in principle make ammo using a 2x4 and a hammer if you really wanted to. A single-stage reloading press and the accoutrements can be obtained for under $200 trivially, and if you want to step up to relatively fast manufacture (hundreds of rounds per hour) you're still only talking a $500ish investment.
