Some bridges and tunnels in the Northeast use EZ Pass, an automatic toll collection system that can scan the EZ Pass gadget in your car and debit the amount automatically, instead of having the drivers drop coins into the toll booth box. The use of EZ Pass is supposed to reduce traffic congestion in rush hour.
Unless you use cash to pay for everything, it is very hard to be anonymous.
On the plus side, police can use these systems to solve crimes.
I know the Octopus system in HK. Basically the chip just stores a number (PIN), it is fast to read and it does not store any other value (no-rewrite) as the company wants to achieve fast response time. However at the database, it will store all your sales records. Of course, no name is written in the databse as they just use the PIN as their key. Many years ago, they are keeping the previous 30 transactions in a FIFO system;
I am not sure now, may be they are making more money and there are more usages, so they may buy a bigger database to store more record.
To get around from being checked, you may want to buy a new Octopus card every week and refund the old one. Then I am sure it is impossible to trace your past record.