*i'm currently editing this post, my conclusions from the first pdf are inaccurate
Ok well I did some more thought on this and I came up with this pdf.
This is a texas Instruments data sheet for a 24 bit 192 khz A/D
http://focus.ti.com/lit/ds/symlink/pcm1804.pdf
In the internal circuitry of this a/d there is a lowpass filter. I am beginning to believe that earlier technology had the filters outside of the chips, but now chips are coming with the filters built in.
But then this book I'm reading suggests they could also be recording a signal at twice (or a multiple of) the "recording sample rate" with a less drastic lowpass pre filter, then applying a digital post a/d filter, then reducing the sample rate to what is sent to the computer. HUH.
Im reading this book called "Principles of Digital Audio" by Ken Pohlman. Its pretty damn intense, and I understand it when Im reading it, but after a couple days, i find it difficult to remember all 800 details of digital concepts per page. Geez. He mentions several types of filter circuits, and the whole oversampling and using digital filters.
Wow. Intense.