Recently Facebook was caught tracking their users internet activity even while logged off of Facebook. They defended themselves by claiming that tracking in this manner was not the intention of the program. That can be seen as an outright lie now that the patent has been found for the program responsible for causing the privacy concerns. 
See patent here: Communicating Information in a Social Network System about Activities from Another Domain

Abstract
In one embodiment, a method is described for tracking information about the activities of users of a social networking system while on another domain. The method includes maintaining a profile for each of one or more users of the social networking system, each profile identifying a connection to one or more other users of the social networking system and including information about the user. The method additionally includes receiving one or more communications from a third-party website having a different domain than the social network system, each message communicating an action taken by a user of the social networking system on the third-party website. The method additionally includes logging the actions taken on the third-party website in the social networking system, each logged action including information about the action. The method further includes correlating the logged actions with one or more advertisements presented to the one or more users on the third-party website as well as correlating the logged actions with a user of the social networking system.