you'd be amazed they don't just look at you but your entire immediate/extended family. if you have a black sheep bad news for you. if you have a girl friend ......extramarital affair.( they knew about Gen Petraeus before he got ratted out) they check web sites your IP has been on hard drives if needed. How bad to you want the job and how far will you allow you right to privacy be violated?
previous names. alias. record of drug use / abuse. record of criminal history, abnormal sexual proclivities, financial status. financial impropriety, personal recommendations, academic records, persons you regularly consort with, relationship status, foreign visits, foreign influences. the list is about two pages long.