There have been a number of anonymized proxy severs
which have had agreement with gov agencies.
I know of (2) that i can remember.
So much for the privacy policy.
When you think about it, where would the gov look for illegal internet traffic (anonymizers).
As the people involved are trying to cover there tracks and identities.
I personally beleive that the gov has set up free anonymizer servers to monitor logs.
If it's free and very fast and you don't have limited options applied to your surfing, and there is not a lot of advertising on a banner,
It smells fishy.