This is a story right out of the privacy tome of nightmares. It reminds me of a recent talk by Mikko Hyppönen where he states that "George Orwell was an optimist" (Living in a surveillance state).
A blogger by the name of DoctorBeet posted a story of his LG Smart TV taking note of his watching habits and attempting to send them over the Internet for targeted ads or other nefarious reasons. What's worse, is it was sending information about the USB stick that he put into the TV.
DoctorBeet does a nice job in the article with packet analysis of what communication his TV was sending, and even a slightly hidden menu entry to turn it off.
If you have a smart TV, you might be doing yourself a favor by looking into the article to see if you are affected by the same issues.