http://www.ponemon.org/local/upload/file/2012%20MTC%20Report...
http://www.ponemon.org/local/upload/file/2012%20MTC%20Report...
Taking banking, ranked #3, which has a lot of companies (well, basically all of them) that not only sell all of your transaction info/etc, you can't opt out, and it isn't very anonymized.
Look at https://www.bankofamerica.com/privacy/consumer-privacy-notic...
for an example.
At least with most internet companies, you can opt out if you like, and most internet companies do not share with affiliates. It's not like Facebook is selling your social data to advertisers directly, instead it's selling the ability to show ads to people like you.
This is a far cry from "hey, want records of what dannyb bought in the last month with his BoA account so you can market better? Here you go!"