I was shocked that they had so much data on me -- I have no debt, no credit cards, no house, no car, no bills, and I had always entered informal rent agreements (I was poor) up to that point -- yet the rep was easily able to list all the places I had resided from college to present, along with a host of off-the-books housemates.
"Where the fsck did you get all this?!" I demanded.
"Have you ever ordered a pizza?"
Turns out, some fast food chains do a brisk business in reselling customer data. I had ordered from Domino's once, but that was enough to link my name to a specific location.
This experience has made me extremely sensitive about the information I give while making a purchase. When I lived in the US, I stopped having food delivered, paid in cash, and never signed up for branded credit cards. I rented informally and, whenever possible, tried to just pay the landlord my share of utilities in cash. Anything to keep a lower profile.
Far more companies than you realize are collecting as much data as possible about you, your habits, and your relations. So I'm afraid your search for a canonical list of data sources is ultimately fruitless. In this new economy, you are always the product.