There's a website, http://www.getmyfbifile.com/, that helps you generate letters to send to the FBI to get a copy of your own FBI file (if you have one). According to the website, you may have one if you ever participated in a civil rights march or a war protest.
Other reasons you may have one on you include if you ever signed an “edgy political petition,” ever knew a man named “Joey the Horse,” or even hung out with a third world dictator. Naturally, because these are all pretty extreme things, most of us shouldn't have any files in the FBI. But if you want to check anyway, and have a bit of expendable money, you can head on over and check it out. If you do, let us know in the comments!