In the lab we have lots of examples of malware that steal information. We have banker Trojans, keyloggers, password stealers, etc.
We are getting used to hearing about laptop stealing, or information theft. We should also be aware of USB drives, flash memories and smartphones disposal. Who takes care of cleaning your personal data? Are you sure that when you press the 'delete' button, information is physically removed? It might be easier for the bad guys to buy a second-hand hard drive, and try to find something. There is plenty of information lying arount just waiting to be found.
But sometimes things get worse and information is in fact lying around….in a garbage bag. We can read here how plenty of information has been literally thrown away to the street.
I am afraid that firewalls cannot help in these scenarios.