Via opensecrets, MAIG has a total of 7 donors other than Mayor Bloomberg himself. Those donors have donated a paltry $261,500 of the $3,380,238 listed for 2012. This means that over 92% of the cash that Mayors Against Illegal Guns has on hand comes straight from Bloomberg.
As usual with anti-gun groups there's no grassroots support to be found, and no one, save a rich petty tyrant, is willing to put their money where their mouth is on the anti-rights side of the issue.
The NRA on the other hand had 2129 "large donations" (defined as those over $200) in the 2012 election cycle.That means the NRA had 300 times the number of such donations compared to MAIG. That doesn't include the smaller, sub $200 donations of millions of voluntary dues paying NRA members, of which MAIG and the Brady's have zero.
Also, in case you were curious, here's what opensecrets says about The Brady Campaign to Prevent Gun Violence.
The Brady Campaign - Individual donors gave 0 large ($200+) contributions to this PAC in 2011-2012.
If you go all the way back from 1998 (when I was 7 years old!) to present the Brady Campaign has received a total of 562 "large donations" from individuals. Roughly 3/4 of those donations came before I was old enough to vote.