I think it probably depends on the state/local laws and it may depend on what they are trying to find out about you. For example if they were trying to find out who you were dating or something that has nothing to do with the company you work for I would imagine they can't do that, however if they suspect you were doing something either against company policy/rules or you were involved in trying to hurt/scam/damage the company it might be okay.
If you think they are trying to damage you by spying on you it would probably be worth a few hundred dollars to go see a lawyer and ask them about it.
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