My wife's cousin had something like this happen to her two years ago when she was planning her wedding.
She browsed a few specialist wedding sites for inspiration and when she went to to some well known retail sites to start pricing things they seemed to know she was getting married and promoted wedding goods and services on their front page to her.
It freaked her out no end. I suggested a few plugins that seemed to put a stop to it. But a few weeks later she did start getting wedding related snail mail spam.
Its very creepy, especially after the whole Target teenage pregnancy thing.