After a week windows mobile 7 also joins the party along with Google Android and Apple iPhone, both companies are sued against stealing user sensitive data (like GPS cordinates which is user's pin point location) from user's mobile devices and transmitting over internet then stored at Google and Apple databases.

CNET reported the location tracking on Monday, almost a week after reports of similar tracking in Apple's iPhone and Google's Android mobile OS raised concerns that smartphones could be used by police, civil litigants, or abusive spouses to track an owner's movements over extended periods of time.

Microsoft Version:-
https://www.microsoft.com/windowsphone/en-us/howto/wp7/web/location-and-my-privacy.aspx
 

Sources:-
http://www.theregister.co.uk/2011/04/25/apple_sued_for_location_tracking/
http://www.theregister.co.uk/2011/04/28/google_sued_over_android_location_tracking/
http://www.theregister.co.uk/2011/04/27/windows_phone_location_tracking/