The Latest Means of Surveillance: How Close to Home?

Does the US government maintain massive data bases that house massive personally identifiable data on law abiding citizens? Do we know where they’re located? What departments manage them?
Is there any personal privacy for American citizens today? What concerns should Americans have about the collection of data?
Is there any evidence this collection of information is being used in an unconstitutional manner or could be misused in the future?
What are more examples of ways we’re being monitored in our homes?