Firearm Sales Records.
Federal law requires licensed firearms dealers to maintain records of gun sales indefinitely, including information about the firearm(s) being purchased, as well as the purchaser. Federal law prohibits the federal government from collecting firearm sales records in a central repository, however.
This means if you ever have had a NICS check, the Feds have access to that sales record!
My old FFL promised that a mysterious fire would close down his gun shop only days before his retirement, thus destroying all the forms.