Borderlands 2

[Calemyr]

I haven't gotten far enough in the game to see for myself, but what I've read elsewhere is that there's a black market in Sanctuary that sells ammo and backpack SDUs (and also general high-end gear), and its prices are all in a special substance called Eridium that is a somewhat uncommon loot drop.

That is correct. You just have to spend Eridium, a rare currency, to buy them at Sanctuary. The cost increases by 4 for each rank. Eridium is easily gotten through the slot machines if you have the money, luck, and patience, but it's also dropped by bosses after about level 13.