New York Telephone "Letter of Doom"
This is the famous "Letter of Doom" that suspected individuals get from New York Telephone when their lines are being monitored by various law enforcement agencies.
In this case, it's obvious that the phone company would rather not be involved, but legally they have to be. If, on the other hand, the phone company itself is monitoring your lines, odds are that you won't get a letter at all. So if you haven't received any letters like the one above, you should start worrying.