Okay... I discovered something odd just now.
In the DaVinci code thread, someone mentioned the Hot Zone. Unfamiliar with it, I googled.
Then, I decided to look for a game at Newegg. I didn't quite like the price, so I went to Amazon.com and imagine my surprise to see:
"Customers with similar searches purchased" and three different editions of "The Hot Zone" book.
So... Google cookies are shared with Amazon. Is that how it works?