Recently a case in murder case in Arkansas led to the Police department requesting the recordings made by the suspects Amazon Echo from Amazon. Amazon denied the request for recordings but did provide the account information and purchases.
Amazon's statement:
"Amazon will not release customer information without a valid and binding legal demand properly served on us. Amazon objects to overbroad or otherwise inappropriate demands as a matter of course."
https://www.engadget.com/2016/12/27/amazon-echo-audio-data-murder-case/Of most importance is the note at the bottom of the article that the recordings are stored on the Amazon servers until you delete them individually or in bulk.
This is important as a privacy matter since Amazon not only keeps these recordings until you delete them but the device will sometimes start a recording, or "utterance" as Amazon calls them, because it thought you used the keyword and that recording is on their servers as well.
For those of you that are using Siri or the Android equivalent, you basically have an open mic on your phones and devices as well and that information might be stored as well. I have the Android assistant disabled on my phone, but many a time my wife and I have been driving along in my truck talking about something and suddenly hear "Say a command" from the Garmin on my dashboard.
For a little fun yell out "Hey Siri" in a crowd and watch how many phones fire up.
Just think of how often your phone hears things as well.