Verizon the largest wireless carrier here in the States was called out by the Senate’s Committee on Commerce, Science and Transportation for their data collecting program on their users actions. At that point there was no way to stop Verizon from collecting this information or "cookies" on you and it was given the nickname "super cookie". Now it seems that after some pressure from the US government and privacy groups Verizon will now let you opt out of their tracking program.
This program is called Relevant Mobile Advertising, in this program Verizon inserts "header tracking" on your devices in which they will tag you with customer codes. These codes can be used by not only by Verizon for tracking what you do but also third party advertising companies.
According to Verizon itself:
“As the mobile advertising ecosystem evolves, and our advertising business grows, delivering solutions with best-in-class privacy protections remains our focus....As a reminder, we never share information with third parties that identifies our customers as part of our advertising programs.”
If you would like to opt out of Verizon's super cookie customer tracking program you can do so by going to Verizon’s website or by calling 1-866-211-0874.