In the specific case of Gotham (or just about any other font made by Hoefler and Frere-Jones with the exception of Hoefler Text and maybe a couple of others), they don't sell through third parties. So, any site that wants to sell it to you for cheap or free is not legit.
In more general terms, it's better to assume that a free font site is guilty until proven innocent. The more respectable free sites (FontSquirrel and DaFont come to mind) tend to include licenses with their fonts; look for those when you download any font. If they're not including a license either on the download page or with the ZIP file, then that should be a red flag.
Check out this list of type vendors and foundries that people on this site like and trust when you look for fonts in the future :)