I was fishing at my place last Saturday. I was using shiners (2-4") that I bought from my regular bait store.
When I was done, I was throwing the leftover shiners into the pond, and there was a baby black bullhead in there. He got relocated to the shore.
I had the bait bucket in the water, and he was small enough to have swam through one of the holes in the bucket (not the circulation holes), so I really don't know if he migrated from the bait store.
I'm leaning toward the Mother Nature theory (birds, reptiles, storms, etc).