They provide a lot of grant money to the shooting sports and education of new shooters. For example, at OKC Gun Club there is an event called Women on Target where 400 or 500 women spend the day learning to shoot pistols, rifles, and shotguns. I've heard that all of the ammunition is provided by the NRA. I think the NRA also supports youth shooting sports at the OKC Gun Club as well.
I looked to see if I could give $25 to the OKC GC for those programs, but it looks like the only way the club wants help is for a person to join the NRA through them.
Oh well. I gave the $25 to the Oklahoma regional food bank instead.