If they get served a National Security Letter (NSL) they won't be allowed to say it (or they will get thrown in prison.. it's happened). So the only way to say you've been served a NSL is by not saying it, which is what the canary accomplishes.
The National Security Letter provision of the Patriot Act radically expanded the FBI's authority to demand personal customer records from Internet Service Providers, financial institutions and credit companies without prior court approval.
Through NSLs the FBI can compile vast dossiers about innocent people and obtain sensitive information such as the web sites a person visits, a list of e-mail addresses with which a person has corresponded, or even unmask the identity of a person who has posted anonymous speech on a political website. The provision also allows the FBI to forbid or "gag" anyone who receives an NSL from telling anyone about the record demand. Since the Patriot Act was authorized in 2001, further relaxing restrictions on the FBI's use of the power, the number of NSLs issued has seen an astronomical increase. The Justice Department's Inspector General has reported that between 2003 and 2006, the FBI issued nearly 200,000 NSLs. The inspector General has also found serious FBI abuses of the NSL power.
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