Individuals in Saudia Arabia who are against the monarchy. Not the Saudi government per se. Although the lines are certainly blurred when you consider that both the US and Saudis funded 'moderate' rebels in Syria, many of whom weren't so moderate and joined ISIS. And then of course Qatar and Turkey have also funded and assisted various rebel groups in Syria, many of whom are now ISIS as well.
ISIS has tremendous popular support. A lot of ordinary people throughout the Arab world applaud their return to a pre-westernized Arab society. They actively provoke Arab governments, because it can lead to revolution in those other countries.
So yeah, lots of wealthy individuals in Saudi Arabia have funded them. But the government itself is terrified.
