There was a good talk back in 2012 from ex NSA that laid out some of the details for how the US surveillance keeps track of online behavior too[1]. I think (as awful as it is) we can expect most governments major governments to do this if it's within their technical capacity.

To get out from under this, I think we'll need 100% encryption of everything, open source devices, and ways for companies to make money without ads or data brokering. Basically, this will stop when hell freezes over.

[1] http://media.ccc.de/browse/congress/2012/29c3-5338-en-enemie...

speed up to 1:14 for the good stuff