This one is pre-GLBA, but it's still pretty funny.
I had a customer one time who came in the bank and accused us of giving out her social security number. We didn't share information with anyone, and assured her of that. We pointed out to her that the credit bureau had that information, and the IRS did, but no one else got it from us.
She kept insisting that we were giving it out. I finally convinced her to tell me why she thought that, and how it was affecting her. She said that she knew we were giving it out to single men because they were not asking her to marry them. We were therefore keeping her from having a marriage and a family, and she wanted us to be held responsible for that!
I guess the look on my face at that point was quite humorous. I still get teased about that one. Some people are not going to get it no matter how you tell them! I really wonder how she reacted when she got her first privacy notice (I'm with another bank now).