Giving out your personal information over the phone is one way your identity can be stolen. Another is throwing out mail that has your personal information on it, without shredding it. People could go through your trash, find your full name, social security number, birth date, etc. and steal your identity that way. Another way identities get stolen is with a skimmer. Skimmers are placed on top of things that read credit/debit cards, and they scan your card information then send it off to a computer somewhere were someone can receive all your credit/debit information.
15 Million Americans get their identity stolen every year. 100 million have their personal information at risk when lost or misplaced inside government databases.