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How do you do it?!??

I used to use cassettes, rewinding to hear sections again and again, but now I use transcribing software. Load up an audio file, loop sections, slow down and shift pitch including up an octave to make a bass line easier to hear.

The one I use is called Transcribe! It cost me $39, but the demo is free for you to see if it works for you. This app has advanced features I don't even use like being able to guess pitches and chords when you are totally stumped. Theare are other apps like that, some free. Google around and you should find one that works for you.
Does Transcribe work with Spotify? How do you get the song in to it?
 
Funny you bring this up, I was just talking to a friend about this very thing, and how in my opinion music has suffered for it.
I started playing in 1966 at age 14. I'm from a small town in north central Texas, and this is what is was like for my little band to learn a new song.
First of all we had to learn about the music. There was no FM radio yet so all we had were am stations from Dallas and Wichita Falls, and we weren't a top 40 pop band. So we had to read. Hullabaloo magazine, which turned into Circus magazine around 1969 or so, was my main source.
Anyway after you'd read about the music then you had to find the music. The closest record stores were in Wichita Falls almost 50 miles away, so it was a day trip to drive to Wichita Falls, hit the record stores for the vinyl, hit the music stores for strings, and drive back home.
Now you've got the music, but to learn a song you probably had no way to record it. Cassette wasn't around yet and eight-track recorders were very rare, so that meant sitting at the turntable and lifting the tone arm over and over and over again, for hours, as you figured out the licks by ear.
So you've learned the music, now you've got to get the freaking lyrics. That means everyone sitting around the turntable and playing the song multiple times while everyone writes down what they think the lyrics are, then comparing notes and eventually compiling what everyone thinks is right.
So what all of that meant was it took a HUGE commitment. It was nothing you did casually, and just in my mind we appreciated and were deeper into the music because we had to work so freaking hard to get it.
I don't need to tell you that by comparison today you've got about a hundred ways for music to be delivered to you, then you go on youtube and there's a guy showing you how to play the song as the lyrics scroll by. Yeah that's convenient but in my opinion you're missing a lot. Mainly doing it the old way you accidentally figured out other licks and inversions as you're trying to learn the song you're working on. Consequently by the time we were 15 my little trio could improvise for hours.
In 1969 my parents bought a console stereo for Christmas with an FM radio and a reel-to-reel tape recorder in it. Just a few months before KFAD and KNUS, the first underground FM rock stations in Dallas had cranked up, and we were right on the fringe where we could pick them up and record. THAT was an epiphany.

ugh, that just gave me flashbacks of sitting around the cassette deck with the band trying to figure out 1 word in a song back then.
we butchered so many.
fugget trying to figure out REM lyrics back in the day.....
'mumble mumble, mumble mumble, (screw up: he was speaking French and I didn't know, so instead of "Combien du temps" I heard 'Called me in to talk'. omg.
so many lyrics were wrong and no one noticed. good times.
 
I’ve been able to match pitch and pick out melodies by ear for as long as I can remember. A lot of that was growing up singing in church and hearing my dad (vocalist and trombonist) harmonize to music they would listen to at home and learning to do it myself.

That’s where the language acquisition connection that others have mentioned comes into play, I think. When you’re being exposed to those stimuli during those crucial developmental years it can have a huge impact on one’s abilities as they age.

That’s not to say that you can’t learn to hear as an adult. I firmly believe anyone can develop good relative pitch if they put enough work into it.

I taught college-level sight singing and ear training classes for several years and those classes are built upon the tenet that if you can sing it, you can hear it. Use your voice when you’re transcribing. It’s right there in your head and it’s your most convenient resource for checking yourself to see if you’re matching pitch. You don’t have to be a great singer, tone quality of voice matters not when you’re just using it as a tool to help you hear.

Then there’s the whole rhythmic aspect…
 
It really comes down to your understanding of theory. And if you don’t understand chord relationship theory, then start there.

First, you need to be able to identify (hear) the tonal center of the progression/song (though songs can have multiple tonal centers, like switching keys at the bridge)

After you know the tonal center, you need to train your ear to hear the chord relationship between the current chord and the tonal center. A major or dominant 5 chord will have a color, relative to the tonal center. Same as the major 4, minor 2, minor 6, etc. those are the easy ones.

As you start to hear these relationships, you’ll be able to hear chordal trends in music, relative to the tonal center. 2 - 5 - 1. 4 - 5 - 1. 3 - 6 - 2 - 5 - 1. Etc.

So if you don’t understand basic theory, I’d start there. If you do, just keep learning songs. Your skill gets better as you continue learning songs. Because all music is 95% history and 5% ingienuety. So assuming you know 50 tunes currently, you already know 95% of all songs already.
 
not sure if anyone's said it yet, but listen in small parts. one lick or riff, listen to it until it's memorized, go to the next. each small chunk gets easier as you go forward.

This is how I’ve been doing it for the past 30 something years.
 
Massive admiration for anyone working stuff out by ear!

But how do you do it?

How do/did I do it? I started playing music at 65 so ear training was hard for me. After awhile I decided I just did not want to give ear training the time necessary. By this time I was playing with a band (rhythm guitar) and there was always fake chord sheet music on what we played. Plus we all should be using the same chords at the same time, so fake chord and or chord charts became what I used for years.

Somewhere in those years if given the key I began to be able to hear the three major chords used and with the ole classic Country music we played there were no minor chords, it was all I-IV-V stuff. So a little ear and with a little theory I began holding my own in the jamming sessions we had each Saturday. That gave me the confidence to start listening more and relying on what I did hear. Yes, I did look over at the other guitar, in a country band there is always another guitar, to see what chord he was playing.

IMO the older you start ear training the harder the task. But, with a little help from Google to pull up some fake chord sheet music on what you need and not beating yourself around the head and face if you do not play it exactly as the original artist did - you can hold your own until your tin ear kicks in. That is the point of my post - play and the ear will get better.

Now on the bass. IMO following the chords and laying down a good solid bass line will get you asked back. May not be like the original artist did it, but, as long as they keep giving you the gig list and the schedule, keep on keeping on - the ear will kick in the more you play.

The other guys have giving you all the apps and helps you need. Again my point is to just keep playing music and the ear will finally kick in.
 
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Something that really helped me was watching my bass teacher transcribe songs. Early in my development I joined a band, and needed to learn a bunch of songs quickly. So I asked my teacher to help me learn those songs. Watching the transcription process was very insightful for me. It didn't develop my ear, but seeing the pro do it was very beneficial for 1) seeing what's possible (i.e. he would transcribe most parts even without the instrument, just checking his keys for reference every now and again), 2) avoiding mistakes (in difficult passages, he would really zoom in one bar or even note at a time, instead of trying to do the whole phrase in one go), 3) learning how to create clear lead sheets. In other words, I didn't have to learn from (too many) of my own mistakes :)

However, you still have to do the work yourself to get better at transcribing.
 
Try singing the part. If you can find the notes with your voice, you can find them on your instrument

Great advice. Or whistle. I find that trying to whistle in tune makes me laser-focused on my pitch. Even something as simple as singing or whistling scales and arpeggios in the shower is great ear training. My bathroom fan has a steady pitch, which makes a great "drone" for harmonizing with. :)
 
I started playing when I was 12. I would put cds in my 3 disc player and pretend I was playing to them with the music cranked up listening to the bass lines. Imaginary crowed in my head. After like 2-3 years of that I realized I could actually play most songs by ear. It’s easier to learn when your young and silly. I like to mimic songs I hear on tv and sweet bass lines I hear from bands playing down my street all the time just for fun. This sounds hippy dippy but try to feel the music and not think to hard about it. If it’s fun it will be easier. Also... Don’t just listen to songs on your iPhone or whatever. I had to get a decent external speaker to hear more complicated bass lines.
 
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Try singing the part. If you can find the notes with your voice, you can find them on your instrument
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Not exactly what you asked, but couple things. Depending on the tune, you might be able to play the whole thing on one (or 2) strings. 'Long as you are willing to hop around like Bugs Bunny....
Nothing wrong with doing that in the very beginning part of figuring out a song, in fact it helps me understand the ascending/descending nature of the bass line. once you ID the not your are trying to match up, thing about everywhere on the neck it exists and see where it fits best.
When you see live performances most of the time you see very little moving about up and down the neck. When you do, it's a deliberate and done to change the voicing of a given note.
 
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After a few years of hearing patterns / intervals / grooves / time signatures, they start to become familiar, and they just start to show up in your hands... If your mind works that way.

My mental image is that "the notes just start falling under your fingers after while", but it's the same thing - there is no real shortcutting the thousands of hours of practice that it takes to make it look easy.

I learned to play bass this way - turn on the radio, play along with whatever comes on. Yes, you suck initially, but after a while, you suck less, then you suck just a little, then you're kinda mediocre, and before you know it, next thing you know, a few decades later, people ask you how to do what you do. The good thing about bass is, even when you're old, you can still physically do it, so all that work pays off in the end.
 
Like BassAndReeds said, a little theory goes a long way. They don't call it a KEY for nuthin'. Once you find the key, that gives you an idea of whatever scale the original player is using, along with the chords within that key.

After the key comes basic structure. Usually even the most complicated songs can be broken down into just a few parts. Once you get a part, it usually repeats with maybe a minor variation.