The recently introduced legislation on data retention to aid prosecuting cyber-related crime in Europe also affects the achievable security of systems for anonymous communication on the Internet. We argue that data retention requires a review of existing security evaluations against a new class of realistic adversary models. In particular, we present theoretical results and first empirical evidence for intersection attacks by law enforcement authorities. The reference architecture for our study is the anonymity service AN.ON, from which we also collect empirical data. Our adversary model reflects an interpretation of the current implementation of the EC Directive on Data Retention in Germany.