Digital footprints of the consumers are an invaluable resource for the digital advertising industry. First- and third-party data collectors track these digital footprints to predict the needs and expectations of consumers based on their online activities and deliver them personalized content and targeted advertising. However, pervasive personal data collection leads to privacy violations. With the aim of understanding data privacy issues in digital advertising, this chapter provides an assessment of the following topics: the current state of personal data collection for commercial purposes, current data privacy regulations, possible scenarios for the future of web tracking and targeted advertising, and the destructive impact of corporate surveillance and commodification of personal information on the right to privacy.