Big Brother is watching you but they are hardly likely to own up to it. We live in an age where every single phone call is listened to by the state (electronically) and where we have more video surveilance cameras per person than any other nation.
Bank statements, text messages, calls recieved/made on your mobile or a good old fashioned witness to your movements. Where might you have been and who might have been there? The BiB would know the standard lines of enquiry.