Using the suggestions above, I did some calculations, and this is what I got:
Kingdom: Native Village (Bane), Goons, Black Market, Rats, Nobles, Gardens, Silk Road, Feodum, Duke, Fairgrounds, Vineyard (include Shelters, Colony, Platinum, Potion, Ruins due to Looters in the Black Market deck)
Black Market deck: every kingdom card except Bishop, Monument, Trader, Ambassador. There are 205 different kingdom cards and 9 extra knights (this is assuming you can put all knight in the Black Market deck), so subtracting the kingdom cards already used this makes 199 kingdom cards in the Black Market deck
Non-Supply cards: Spoils, Madman, Mercenary, Prices
How to play: Use first hand of five coppers to buy Goons (using coin token from Baker). Then proceed to get as many Goons as your deck can supply, then a single Native Village, then another Goons, only buying stuff when all Goons are in play. Go on this way until you have 10 Goons and 8 Native Villages. This should net 89 victory tokens. From then on, buy out Ruins before buying Death Cart, buy all cards possible without ending the game, gain all prices, Spoils and Mercenaries (using Rogue or Graverobber), gain a single Madman. Trash all except one Curse. For your last turn, set your whole deck aside with Native Villages, putting it all into hand. This should give you enough buys and money to empty all remaining cards in the supply.
Final victory points:
89 victory tokens from the early game
752 points from Fairgrounds
712 points from Vineyards
408 points from Gardens
168 points from Silk Roads
104 points from Feoda
64 points from Dukes
80 points from Colonies
48 points from Provinces
24 points from Duchies
8 points from Estates
16 points from Nobles
11 points from victory cards in the Black Market (Dame Josephine, Island, Farmland, Harem, Tunnel, Great Hall)
4880 points from buying cards with 10 Goons in play
-1 point from Curse
If my calculations are correct (I just used pen and paper), this sums up to 8355 victory points.
(side note: I tried not using Native Village and just grabbing one from the Black Market. Then you could include Great Hall or Tunnel as Banes, using Nobles for the actions. Turns out though it's not worth the loss of having to buy one Black Market with a sub-optimal number of Goons in play, as it also powers down Gardens and Vineyards.)
All of which of course leads to the next question: Assuming perfect shuffle luck, what is the minimum number of turns to get to 8355 victory points on this board?