> Lately I've been seeing ads that correlate with things that happen to me completely outside Facebook. About things on sites I only access through google for example. I find this more disturbing.

Though you say completely outside Facebook, at least it is still just taking signals from other parts of the Internet. Imagine now what Google Now or Glass will be able add!

Seriously though, I think Perfect Audience (YC S11) https://www.perfectaudience.com does stuff like this. Here is a thread describing it: https://news.ycombinator.com/item?id=4615408

Edit: Didn't see that you bought the BBQ sauce at the store exclusive without any online behavior. Unless you searched for it or use Mint or a similar service, I am at a loss.