The UK has the Data Protection Act to prevent this kind of thing. Companies storing personal data must officially register, and must not share the data without the person concerned giving permission. You have the right to see a copy of any data held about you on payment of a small fee (to cover administrative costs). The law even prevents govenment departments from sharing data.
However, a recent amendment was passed that allows a minister (the Home Secretary I believe) to grant exemptions to this, and to compel disclosure from third parties - this was under the pretense of counter terrorism, but no safeguards were built into the procedures, so the exemptions could be used for political purposes.
WARNING TO ALL PERSONNEL: Firings will continue until morale improves.