Using their websites

Online apps are pretty much a black hole.

As I understand, the saying goes something like, "I'm sure someone here got hired from online, I just haven't met him yet."

I had no faith in the process, until I got two first rounds that way. I think generally yes, it's a big black hole. But it will be less of a black hole if 1. You put actual thought into the resume/cover letter/application 2. You apply during recruiting season.

Hmmmm, as I feared, sorry, but when exactly is recruiting season? Sept-Dec?

Also, since the website rarely works, what do the people do to get into it, when they're already out of college and have an unrelated job? For instance someone in the Peace Corps or I remember one of the BCG employees (not a recruiter, maybe at that point a consultant?) at my info session senior year saying she traveled for two years after college then decided she had to do something serious and got a job at BCG, WTF...

your best bet is to have someone working there recommend you. at MBB if you get hired they get paid a not insubstantial sum

should not be hard to do this if you were at a target

How would you go about doing this? Just cold e-mailing alumni? How else would I make a connection?

I got in through CV referral, although HR told me that they would have called for the first round anyway, given my CV

Bu: this is continental Europe. Networking is less important here (or at least, online application is not as much of a black hole as in in UK/US)

What exactly is CV referral?

CV referral is when someone inside the firm goes to the recruiter and personally recommends a candidate (/hands them the candidate's resume).

LEK doesn't recruit for summer at my school, and I got a first-round phone interview with them through their website.

So what's the best way to go about someone inside the firm passing my resume along...

Network, network, network. Do you know anyone in the firm? Demonstrate your interest, ask them about working there, etc. If you don't ask, the answer is always no.

LinkedIn is big for this as well. Target alums, message them to see if you follow-up via e-mail or phone, etc.

As Governor Caesar said, contact someone, preferably an alum from your school. Tell him/her you're interested in that firm, and ask him/her if you could schedule a phone call to ask some questions.