In March, President Donald Trump signed an executive order calling for the federal government to share data across agencies, raising questions over whether he might compile a master list of personal information on Americans that could give him untold surveillance power. Trump has not publicly talked about the effort since. But behind the scenes, officials have quietly put technological building blocks into place to enable his plan. In particular, they have turned to one company: Palantir, the data analysis and technology firm. The Trump administration has expanded Palantir’s work across the federal government in recent months. The company has received...