I ran across a neat article on using Javascript and default CSS behaviors to infer what sites you frequent, this is not new, the earliest reference I could find of this was from 2006 but I bet this has been going on for much longer.
An example of analytics that can be applied to this data is that one follow is using your URL history to infer gender.
These are great examples of thinking outside the box and how privacy is an illusion (especially on the web).