Just through personal anecdote, I can think of maybe 5 examples of people I directly know 'retaining' stuff like outlook email PSTs, training documents, etc. And I'm sure there are many more people in my immediate circle who have done similar stuff.
The espionage situation is perhaps more rare, but still prevalent. It's a common situation for people to hang around outside the Foxconn campus soliciting data for the latest iphone / what-have-you. Lots of money to be made have a 2-3 month jumpstart on your competitors when you design a 3rd-party case, for example.