I've not investigated the how, or where/when/if data goes places, but consider:
1. In a newly launched chrome incognito window - login to Gmail.
2. Open a new tab and launch Google.com, search for "New Relic"
3. Click through to the New Relic page.
4. Close the tab with the loaded New Relic page.
5. Open a new tab and proceed to 'lxer.com'
6. I get a New Relic ad served from Google here.
Some important notes:
1. Even if you come to this page anonymously, New Relic is one of the ads that will get served. This likely has to do with Google's placement techniques and New Relic's adsense configs and purchases. Nonetheless, with an active search history or browse history involving the given ad, I see a very high likelihood of ad display.
2. From an advertising perspective this is great.
3. From a search perspective, see the don't bubble us discussions elsewhere. Some people like to have search results filtered based on previous searches and browsing. I don't, but I'm perfectly willing to be in the minority here.
4. This technique works for the above specifics (I happened to have noticed the New Relic google ads in conjunction with web browsing in the past), and probably for many others. It will likely fail for many combinations as well. If you search and browse for medical items, they will probably not impact your lxer.com advertisements.