Although I've never seen anything that says this is actually being done, it's plain that advertising sites like Google could track your web browsing as you move from site to site. If the site runs Google ads (and an awful lot of sites do now), Google could keep track of where you have been.
Their purpose would be nothing nefarious. They want to show you ads that you are most likely to click on, and knowing where you have been is helpful in making that decision.
Still, some people find that idea disturbing. Perhaps it is, though Google isn't the only one who could track your web travels: your isp's routers also know just where you have been and could know a lot more if they wanted to.
Personally, I don't worry much about that sort of thing. I don't think people who do are being overly paranoid necessarily; it's just not something I am concerned about.
If you are concerned about being tracked, you may want to look at http://tor.eff.org/ and http://www.privoxy.org/. Those two tools can also be used to provide "secret" webpages. I have mixed feelings about that, too: in some countries, web sites are politically restrained and you might have reason for an attempt at secrecy. On the other hand, it's plain that these can be used for criminal purposes also. Well, so can just about anything, right? Bad use doesn't mean the tool itself is bad.
Have you tried Searching this site?
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