On HSMs; purpose built hardware that tries to make it physically and programmatically impossible to extract the private key material. They're generated there during a key ceremony and never leave a HSM. They also generally require like 2 or 3 officers of the compnay with smart cards and personal PINs to actually do anything using the root CA (it only signs an intermediate cert like once in a blue moon or something).
I'm pretty sure the CA/B Forum mandates all CA private keys to remain on HSMs (checked through audits).