Let me be clear, this study only covers Android apps. Howeer, researchers from Intel Labs, Duke and Penn State have been working together to track the activities of some of Android's most popular apps. What they found is creepy. More than half show that they are sharing private user data, including GPS information, with advertisers.
The researchers were able to detect this using their own app called "TaintDroid" which can monitor other Android apps to see if they are sending information to advertising servers. It turns out a good many have been doing just that and all without the user's permission.
Details of the team's research will be released next week at the Usenix OSDI conference in Vancouver. At some point, they are also promising to release "TaintDroid" to Android users so they can track where their private data is going.