http://www.pcmag.com/news/355012/fbi-your-kids-internet-connected-toys-might-be-spying-on-t
The agency this week issued a PSA that "encourages consumers to consider cyber security prior to introducing smart, interactive, internet-connected toys into their homes or trusted environments." The FBI did not call out any specific devices, but argued that the sensors, microphones, cameras, data storage components, and other multimedia capabilities that these toys often sport "could put the privacy and safety of children at risk due to the large amount of personal information that may be unwittingly disclosed."
According to the feds, "toys with microphones could record and collect conversations within earshot of the device. Information such as the child's name, school, likes and dislikes, and activities may be disclosed through normal conversation with the toy or in the surrounding environment."