Things are probably not quite there yet, but...
How about a real-time analysis of all security camera footage and everyone's photos and videos, using face recognition and other techniques (movement, clothes associated with a person etc.). Cars are tracked via license plate, if they are not online now anyway. You pay cash but "they" know the serial number of the bill the ATM gave to you and which shop owner gave it back to the bank a little later.
There are probably many patterns that are only known to people who do this kind of thing full time. Maybe there is a very small number of people who buy the very same two items at a gas station. If Amazon knows who's pregnant early, some will know who's trying to go private and why before they know it...