eraqus' and xehanort's master performed the ceremony for them, then keyblades chose them.
master xehanort preformed the ceremony for ven, a keyblade then chose him.
vanitas being part of ven they likely are using the same keyblade similar to how sora and roxas were.
master eraqus preformed the ceremony for aqua and terra, keyblades then chose them.
terra performed the ceremony for riku, a keyblade then chose him.
aqua performed the ceremony for kairi, jury's still out if a keyblade has chosen her yet, but probably.
master yen sid performed the ceremony for mickey, a keyblade then chose him.
either yen sid or mickey performed the ceremony for lea, a keyblade then chose him.
the keyblade roxas' uses primarily through days belongs to sora, they are using it simultaneously.
basically, a keyblade master performs the ceremony for someone they intend to apprentice. this person can now wield the keyblade, but a keyblade still needs to choose them as their master. once they have, that keyblade then belongs to them. the ceremony isn't passing down actual keyblades from master to apprentice, but rather, passing down the ability.
sora is the only exception to this as he gained the keyblade without a ceremony (and no, he didn't get it from ven).
the reason so few keyblade wielder's exist by the time of kh1 is because of the need for a master to pass on the ability and most of the masters had died out or become incapacitated by that point in the story (that we know of anyway)