According to Paul Mah on TechRepublic, they don’t mix. If I understand him correctly, the problem is that sites like Facebook leak personal information through their ad networks, and also through third-party apps (the games and quizzes that proliferate). Combined with the use of tracking cookies, the results of this could be quite far-reaching:
The implications are sobering and call for a reexamination of how we interact with the Web. Since tracking cookies have been in use for years, it is entirely possible that aggregator sites with historical records could theoretically link our social networking profiles with all our past accesses in its database.
Which, again assuming I’m tracking him correctly, would result in the sort of thing we saw in the movie Minority Report, with full profiles of our activities, associations, interests, and (of course) purchases available online to anyone who cared to pay for them. Something to think about.