Not quite the same, but the US used census records that were supposed to be protected to round up the west coast japanese for their internment during WWII.
They were "protected". That is, they didn't leak out of the government into private hands. But that still turned out pretty badly.
In fact, information in the government's hands is the most dangerous, because they have more power than anyone else to use it against you.
(On the other hand, as others have said about Denmark and Netherlands, data that was not in government hands became in government hands, and was used against people. So it's not "safer" if it's in private hands, except to the degree that the government has to go through the extra step of getting it.)
