Various pieces of information are being shared online while users browse on the Internet. Users' information is being shared or leaked from first party or visited sites to third party sites (such as advertisers) in a number of ways including in the HTTP headers. Within this study, we analysed HTTP headers resulting from the first author's browsing activities and reported on the types of information being leaked or shared, and to whom. We observed that within just a single browsing session among some social network sites (SNSs) and sites that are not SNSs (non-SNSs), both user's identifiable and non-identifiable information are being leaked or shared to various third party sites and also propagated to more than just one level of third party sites. In addition, we also discovered that SNSs such as Facebook, Twitter, and Google Plus, are able to track users' browsing activities not only within SNSs but also beyond the SNS boundaries, particularly among web sites that embed SNS widgets (Facebook's Like button, Twitter's Tweet button, and Google's Plus One button).