When Thanksgiving Day parade-goers in Manhattan looked into the confetti-filled sky last week, they may have seen more than they bargained for. Nassau County police announced that they are investigating how some of their confidential records including social security numbers and even details about a motorcade for Mitt Romney, then the GOP presidential candidate, ended up as joyous scraps raining from buildings on the Macy’s Thanksgiving Day parade. “I'm just completely in shock. How could someone have this kind of information, and how could it be distributed at the Thanksgiving Day Parade?” Inspector Kenneth Lack, from the Nassau County Police...