Okay, so go to this page on IMDB. See if you notice anything.
There's a little "Like" button there. Click it and Facebook will know you like that movie (and everyone should like that movie). This information gets stored and now Facebook knows more about you. This is new as of today.
While Zuckerberg and company point out that now they can make the web a more social and personal experience for you, let's remember for a moment how they pay their bills: ads. So let's say you're in the business of selling DVDs and you want to sell some copies of Anvil: The Story of Anvil and you don't have a huge ad budget. But through Facebook you can reach people who said, on IMDB, that they liked Spinal Tap. If your ad reaches just those people, well, that's a good investment, right?
I'm pretty sure I told Facebook I liked Spinal Tap years ago when I filled out my profile. Haven't thought about it since. Have barely touched my profile on Facebook since. But as I'm out on the internet maybe I'm trying to remember some quote from Fantastic Mr. Fox, I go to IMDB's page on it, click "Like", and now Facebook can target advertising toward me just a little more narrowly, getting a better idea of what I might buy, and making that information available to advertisers at a pretty nice rate.
All the while, of course, it all goes on the Facebook hard drive. Facebook is no longer being about a place you go, it's about recording everywhere you go.