Previously infected, inoculated, or with a pre-existing immunity.
For some reason, some people just don't catch it. Take kids for example. In California, there have been 9000 cases per 1,000,000 population under age 18. For 18-49 it is THREE TIMES that--27,000 cases per million. That means there's something, in some people, that protects them. We don't know what it is, so we don't know how widespread it is in the population.
What we DO know is that the new-case rate has slowed in some places in a way consistent with herd immunity, and some kind of pre-existing immunity in a large portion of the population would help explain that. New York City is the most obvious example, but also nearby states that were hit hard, early. After suffering a devastatingly high number of cases early in the pandemic, the new-case rate in those states dropped. They have not exhibited a BLM surge, mid-summer surge, or Labor Day surge, while other states in the neighborhood did (Pennsylvania, for example). The spread of the virus simply slowed dramatically.
That result is inconsistent with the theory that the spread of the virus can be slowed only with lockdown/masks/whatever. Restrictions are similar in many states, but the only ones where the virus seems to have stopped is those that have reached some sort of case threshold higher than the rest. A similar argument can be made comparing Sweden, where the rate of spread is low, to nearby countries now experiencing a late-summer surge.