Let's just round up and say "everything." In Germany they are currently debating rules on what data companies can keep and analyze, vs. what they must throw away. To make a point, Green Party politician Malte Spitz went to court to force Deutsche Telekom to share the data they had collected about him, just from his mobile phone. What is revealed, basically, is where he was essentially at every moment of the day. Spitz handed the information over to Zeit Online, who combined it with information he revealed himself via Twitter and his blog, to make a scarily detailed chronological map of his daily activities. (Via FlowingData.com.)
Check it out, they have a great animated reconstruction of Spitz's daily movings, combined with a sidebar display saying how many phone conversations he was having and how many text messages. There's even a spreadsheet so you can play with the data yourself if you are so inclined. They removed the actual phone numbers with which he was communicating, but of course the phone company has those. People can decide for themselves whether this is intrusive or benign; more than a few people put nearly as much information online anyway, without thinking twice. But you should know that it's out there.