Pseudo- conspiracy theory and yet real also, you should know about RFID 'spy chips' - they're a reality
So, basically, everything you buy can be tracked to you specifically. And they're virtually undetectable, or close to it (with conductive ink they can, or soon will be able to, make tags as small as the dot of a printed "i" - so they cen be pretty much anywhere).
Definitely something to keep an eye on, as Wal-Mart has already started to implement them.