Adam of Emergent Chaos just posted a link to the Practical Nomad, who explains how to request your travel records from the US Government:

By popular demand, I’m posting updated forms to request your PNR’s and other records of your international travel that are being kept by the U.S. Customs and Border Protection (CBP) division of the Department of Homeland Security (DHS).

In a similar vein, I recommend reading the EFF’s excellent Surveillance Self-Defense (SSD), which helps explain how to make informed security decisions about your data.