Police have the power to collect your location along with the numbers of your incoming and outgoing calls and intercept the content of call and text communication. They can do all of this without you ever knowing about it.
How? They use a shoebox-sized device called a StingRay. This device (also called an IMSI catcher) mimics cell phone towers, prompting all the phones in the area to connect to it even if the phones aren't in use.
The police use StingRays to track down and implicate perpetrators of mainly domestic crimes. The devices can be mounted in vehicles, drones, helicopters, and airplanes, allowing police to gain highly specific information on the location of any particular phone, down to a particular apartment complex or hotel room.
Quietly, StingRay use is growing throughout local and federal law enforcement with little to no oversight. The ACLU has discovered that at least 68 agencies in 23 different states own StingRays, but says that this "dramatically underrepresents the actual use of StingRays by law enforcement agencies nationwide."