Amazon and ToysRUs sharing visitor behavior data?

Just before holidays a colleague of mine asked me if Amazon and Toys"R"Us were involved in behavioral targeting. He told me that he did search for Lego on ToysRUs and few days later when he visited Amazon, he saw Lego featured on the home page. He said that he had never did any search for Lego on Amazon.
I looked at the code on ToysRUs and did not find anything that looked like it is sharing data with Amazon.
To see if there was any data sharing going on I decided to give it a try myself. Before I did anything I went to Amazon and made sure there were no Lego related products on the home page, they had recommendation and featured products for me but none of them were Lego. I refreshed the page few times to make sure I am not missing anything. Then I went to Toys"R"Us, did Lego search and came back to Amazon but nothing there. I visited Amazon for next few days but nothing there and I forgot about it. After holidays my colleague again asked me about this issue. So I checked again and voila this is what I saw.




Not sure if this was a chance or really there is some data transfer going on between Amazon and ToysRUs (they both are Partners I think).

ToysRUs site’s “Privacy Policy” says:
“With our Service Providers: "R" Us Family members may share your personal information with service providers who provide services for or administer activities on behalf of the "R" Us Family (such as, but not limited to, authorization of credit card and check transactions, order fulfillment, sweepstakes and contests, and co-branded or joint product and service promotions). The "R" Us Family may share your information with service providers who develop, host or maintain the "R" Us Sites on behalf of a member or members of the "R" Us Family. The "R" Us Family may also share your information with service providers who warehouse product, personalize product and perform order fulfillment services on behalf of a member or members of the "R" Us Family. These service providers are granted access to some or all of your personal information as necessary and may use cookies (as defined below) on our behalf, but are contractually restricted from using your personal information in any manner other than as may be necessary to perform their services. We may also utilize service providers to assist us in aggregating customer information. We may then share such aggregated information with prospective marketing partners and advertisers.” (I bolded the last sentence to show that they do mention the data sharing in their privacy policy)

Again, I am not sure if there is any data sharing going on or not but me and my collegue noticed it so I decided to write about it. It is very likely that Amazon was just promoting Lego and had nothing to do with me searching those on ToysRUs. But knowing how Amazon is so advanced in personalization and targeting there seems to be a mini behavioral targeting network between Amazon and ToysRUs. Additionally, I have never ever searched for Lego on Amazon (even on any other site) except for this time when I was doing this testing.

If I were really in the market for Lego, I really like the ease of going to Amazon, who knew what I am in the market for even me without searching there and showing me those products. This is the kind of thing I talked about in my post on Behavioral Targeting and Affiliate Marketing.

I think this is a brilliant idea. If what I saw (Lego Targeting) just a chance, I won’t be surprised if Amazon and other will create their own min Behavioral Targeting networks in near future. eBay is another company which has a huge eco-system and can create a powerful behavioral targeting network.
Have you noticed something similar on Amazon and Toys"R"Us? Any other sites?