Security researchers discovered this week that iOS devices continuously track users physical location and store this data on the device. The data is also sync’d with your desktop if you use iTunes. What’s interesting is apparently this has been long known by Law Enforcement Agencies, who can use this data in investigations. This data is also transmitted back to Apple every 12 hours.
Android devices apparently also report location data back to Google – it sounds like WiFi MAC address location data is sent back to help triangulate a users location to provide location based services using this map of collected MAC addresses. This is similar to the MAC address collection that Google got into trouble for when they collected similar data from their StreetView cars (when they arguably collected far more than just MAC addresses and the location).