When you think your phone is connected to your wireless provider, you might actually be connected to a rogue tower set up to capture your data.
Such devices have been demonstrated at the Black Hat security conference and a law enforcement fake tower called “Stingray” has been known for some time. Recently sophisticated secure phones have been able to detect these fake towers and people are starting to map them. Popular Science covered it here, and here.
There is very little transparency around law enforcement or US Intelligence use of such devices, so the could just as easily be operated by foreign intelligence services, criminals, or hackers. If we had strong end to end encryption there would be little to worry about, but many Internet connections and all phone calls are vulnerable to this attack.