When it suits them (i.e. when there is data to be gained). But it's more often done through the courts, and when it needs to be a covert op, I'm guessing they'd get their buddies in friendly countries to do the dirty work.
As for covert ops, well, they're covert. I don't have any evidence (hence I said "I'm guessing") but that's how I understand secretive agencies do things. If you look at all of the agencies involved in Stuxnet, you'd get the idea that allied countries' secret services tend to work together (or for each other) to some degree when it suits them.
