Videostores typically keep a record of your renting as well.
In Japan, a ghastly murder of a schoolboy who was decapitated and his head placed on a post on a fence prompted police to run checks on customers who had rented particularly gory/violent films. None were guilty, the crime was committed by a classmate.
The only guarantee against this type of intrusion is for businesses to avoid keeping these close tabs on their customers. To me, that data is costly to store and of very little use.
Knowing that someone bought "Bias" is good to note that "Bias" is still selling. To know that I bought "Bias" and the DVD of "Tommy" is of little relevance. It certianly would give no indication that my next purchase would be "Sushi at Home: A Beginner's Guide To Japanese Cooking".
The grocery stores are into this habit too now.
Meanwhile law enforcement has been trying to reduce the barriers to looking at your medical records. To me, there is absolutely no reason they should ever be permitted access to this data, let alone with a court order.