Privacy -- nothing in the face of data analysis

I read something recently that said that attempts to remain anonymous online tend to give way pretty easily to probes of usage (and even alias choice) patterns. It turns out that in the real world, too, it's pretty easy to pinpoint somebody, given even such vague data as the zipcodes where they work and live. Given how broad that data is, one can imagine that finding overlaps in the highly particulated environment of the Internet is child's play. Sigh.