The method to be adopted for training need analysis (TNA) depends on various factors such as -
the size of the organisation;
the structure of the orgn., whether it is situated at one place or spread over a large geographic are;
the nature of business;
number of employees etc.
Members have already mentioned almost all the methods adopted. But what to choose depends on the above factors as well as at what stage or level you want to impart training.
Suppose you have to give induction training, the method to be adopted is different. If you want to give a refresher training, the method will be somethind else. If, on the other hand, you want to impart training to meet some specific needs, such as implementing a new programme or to fill some competency gaps, the method to be adopted will be different.
If you post the details, it would be convenient to give suggestions.