No they don’t. That would be retarded. The NSA isn’t retarded. Really, think about all the data you generate every day, phonecalls, e-mails, purchases. You’re generating at least a GB a day, probably closer to 2 or 3. Multiply that by the whole country and that’s 311 PETABYTES of data generated. Minimum. Every. Single. Day.
Nobody has the ability to store that. Or process it. Or do anything with it.
So no, paranoid fantasy stories that are patently ridiculous don’t scare me. It does kind of scare me there’s so many people who actually believe that crap.