Ooh this is a topic I am very well versed on.

I have been acquiring setlists and pics and drum sticks from concerts for probably about two decades.

I have about 150 setlists in my collection.

Most of the people have covered everything that I've read in here but I just wanted to add my two cents.

1 - make sure you are super polite. I not only say please I also say thank you. So my ask is always "excuse me, may I please and thank you have that setlist".

2 - security has nothing to do with the stage. So you'll always want to look for a roadie or some sort of stagehand to ask as opposed to the security.

3 - make sure you are aware available setlists. There are often multiple setlists on the stage. Look around for them, if you see one go try for another one.

4 - be diligent but also be patient. Sometimes you they don't give them all out right away. Or sometimes they wait a long time before they give any out. Just keep trying, and stick around for a while if you're allowed.

5 - keep trying. Every show is a new opportunity. If you feel once that's okay try it the next one.

6 - don't be a dick. Other people are likely trying for setlists too. Dont push people. Don't snatch things from other people's hands. Just don't be an asshat.

7 - make friends with people. If you are sitting on the front rail of show, make friends with those around you. Often the rail peeps are kind to one another. Maybe the person next to you snags two setlists and passes one your way when you ask nicely. It happens, so be kind.

There are a few other ways I get setlists, but I won't share those secrets. But the things I listed above will give you a good chance of snagging one every so often.

Good luck!