Several years ago Sony released a "feature" on their CD's known as Extended Copy Protection. Thanks to the vigilance of Mark Russinovich it was revealed as the Sony Root Kit. If you read the Wikipedia article you can get the details and the outcome. It would seem large companies would have learned a lesson from this, but as it seems other companies have also distributed other spyware. Recently Adobe was caught in a similar scandal. Here is a nice E-Reader privacy chart from EFF. We should kind of expect this sort of thing from Adobe, but Microsoft also got caught with their hands in the cookie jar by releasing a keylogger in the Windows 10 preview. Belkin routers also have been in the news lately for a phone home. Google also was found saving WiFi passwords via Android. Unless you are using open hardware and fully open source which has undergone several independent security audits most likely you are going to be at risk.