@BudtotheBone: They didn't. Roughly 99% of the models on this site were converted from the game's original, proprietary model formats (which are not OBJ, FBX, DAE or SMD) into something that's usable. Whenever I extract models from a game, I tend to supply SMD-format conversions for my submissions because it's a commonly-supported format that I know there's various uses for (such as the aforementioned GMod).

I've only ever seen one console game so far that wasn't Source Engine-related that actually used SMD for its model formats, and it definitely wasn't this game (it was 3D Pixel Racing on the Wii).

theres no way the devs just included .smd files in the models for any gmod player that would wanna make these fellas into playermodels