Still, plenty of old stuff was scraped/sniffed under the "store now, decrypt later" methodology.
My personal favourite is one where they send specific patterns of data over usb, where the EM fields generated by the "data" flowing over the wire form a carrier signal onto which data can be encoded, which can be received up to 5m away. This requires no additional hardware.
All of these involve some malware installed on the system and have a tiny amount of bandwidth, but if there'a man on the inside, all they have to do is install the malware without having to worry about additional hardware for getting the data out of the machine.