Oh come on stop being silly and go read. For starters credit card companies and now grocery stores with "savings cards" track all your purchases. Buy a General Mills cereal and watch the coupons come out of the cashier stand printer to offer you a deal on a similar Post cereal.
This info is consolidated in places like Choice Point along with magazine subscriptions, prescription drug purchases, buying habits, mortgage info and your credit rating fro one stop shopping.
If I have a position that allows me to buy the full package I can find out virtually everything you've bought in 2 years on a credit or debit card, what magazines you read, what public buttociations you belong to (that sell their membership lists or that you paid for on credit-debit), your campaign contributions, what prescription drugs you've purchased, what properties you own, adding in all boats and cars, and trailers, what you owe on them all and oh so much more.
When this is all accumulated in one place I can get a very thorough picture of your entire life. All I need is a motive to get it.
"The highest patriotism is not a blind acceptance of official policy, but a love of one's country deep enough to call her to a higher standard." --George McGovern