Yahoo announces that it uses “web beacons” to track people around the web. Because you are registered with them, they can tell where you go when you visit sites containing their beacons. See their disclosure for more information.
They also indicate that they use web beacons in html formated email to tell if you have opened your email. Spammers use this technique too, so if you have not already made the switch to plain text email, now is the time. I use Thunderbird in text mode and only switch to html for a particular message to avoid such intrusions.