In the United States, territorial expansion occurred over a long period of time, from the arrival of the Puritans in Massachusetts Bay Colony to the annexation of Hawaii and Alaska in the mid-20th century. In some cases, the territory was taken by force, as in the case of much of New England during King Philip's War (1675-1676). In other cases, it was obtained through treaties (legal agreements) with the Native tribes that occupied the land.
Rapid expansion, which is sometimes referred to as "Manifest Destiny," began in the early part of the 19th century, due in part to Jefferson buying the Louisiana territory from the French. The Louisiana Purchase was somewhat controversial because at no time has the president possessed the authority to purchase land on behalf of the government. Moreover, territorial expansion was not very popular with the American people, who believed that having more territory would bring more "undesirables" (immigrants). Nevertheless, Jefferson was able to convince them that it was a good idea and over the course of the century the nation spread to the west coast.
How the government went about acquiring land is a very complicated story, but more often than not they would begin by attempting to legally purchase the land from the Native tribes (as was required by US law) in exchange for land in the West, resources, and money. This approach was rarely successful because most tribes weren't interested in relocating, so government agents would then try to bribe certain tribe members or threaten them by suggesting that they would be harmed if they didn't agree to the deal.
In the early years of expansion, many treaties with the tribes contained carefully worded language and loopholes that would allow the government to come back at a later date and take more land. By the mid-to-late century, however, several tribes in the West were actively trying to defend against losing their land, which resulted in a series of violent conflicts collectively known as the Indian Wars. Nearing the end of the 19th century, most of the tribes had accepted that they couldn't fight the US government, who were bigger and better-armed, and they gave up.
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