Banks do that, yet they don't it random and voluntarily, they've rules. It's not like you've 100 US, they can't figure out where you got it, on your account and they go on report it to IRS.
One thing is to co-op on demand and within the boundaries of law, other to go on secret co-op arrangements with foreigner authorities. Basically a Japanese and a British are just declaring they will rat their transaction log to the American DEA.