Article at http://nakedsecurity.sophos.com/2014/01/03/facebook-is-being-sued-for-intercepting-users-communications/ ; the suit says facebook scans messages for url's. Opening screenshot:
(strictly to do with companies hosting message services—nothing to do with what sender or recipient shares from emails or message systems; if you need a recipient to not disclose a communication you need to put a "only for intended recipient not to be shared or disclosed" notice and even then it's a gray legal area unless includes identity theft or underage minor information in the message)