>I ask myself - what "budget" and where do they (Communist governments) get their money?

Same as here. Taxing transactions.

>They don't tax people, so no revenue there. Companies are owned by the state, so no tax/ancillary revenues there.

Sure they do (I mean did). See http://www.time.com/time/archive/preview/from_redirect/0,10987,1101880321-148936,00.html

Companies were state owned. But this is the same way as a person that works for the government or a hospital in Canada still must pay income tax.