1. Test accounts that visited substance abuse websites were much more likely to be shown ads for Watershed Rehab but nothing shows up on the ad settings page indicating the change.
2. Test accounts where the ad settings page has gender=male were much more likely to be shown ads for the recruiter careerchange.com, which offered "$200k+ Jobs - Execs Only".
The first case sounds very much like retargeting. The substance abuse website would drop a cookie and get a small payment from a central db for telling them that this cookie is associated with viewing substance abuse websites. Then Watershed Rehab wants to advertise to substance abuse website visitors, so they pay the central db for a list of cookies, which includes this one. Then Watershed sets up an ad campaign with Google and asks to target visitors with cookies on this list. This can't show up as an "interest" on the ads settings page as "substance abuse" because the association was made by third parties; Google doesn't have enough of the picture to see what happened. You can opt out of retargeting by turning off "interest based ads" at https://www.google.com/settings/ads
The second case sounds like careerchange.com submitted an ad campaign that looked at the gender field. Advertisers have tried to target specific genders for a long time through color and where they advertise, but the internet does make it much more explicit. Still, this is a very small sample to be drawing large conclusions about, especially as careerchange.com stopped doing it (observed in their May run but not the June one).
Disclaimer: I work at Google, on open source software, and I don't know anything about these specific cases.