I guess you always pay in cash. The amount of information which banks and card issuers collect about you is just tremendous. And unlike web ads, they know your real name, your address, your age ...
It's a good point though, and to add to it: mobile comms companies' ability to track device, and therefore individual locations.
When it comes to ad companies hoovering up data wherever they can I have practically no options to do anything about it, even figuring out which companies have collected my data would be a sisyphean task