I know that's not the official explanation for how Spitzer was caught, but it looks pretty obvious to me. This is from NYT, June 22nd, 2006:

"Under a secret Bush administration program initiated weeks after the
Sept. 11 attacks, counterterrorism officials have gained access to
financial records from a vast international database and examined
banking transactions involving thousands of Americans and others in the
United States, according to government and industry officials.



The program is limited, government officials say..."