To appreciate the idea behind the Collusion browser add-on, you should first visit their short online demonstration [toolness.org]. The click-though interface shows how animated network graphs combined with text can tell compelling stories. Content-wise, the demonstration reveals how data collection companies manage to leave cookies in your browser configuration during standard web browsing, while it also visualizes how these seemingly separate companies are actually closely related to each other.
Those who already get the idea behind online tracking can head straight to the Collusion Firefox add-on download page, which creates a real-time graph of the tracking activity according to those sites you visit in other Firefox tabs.
More detailed information is available here. If you are interested in this topic, you will also appreciate donttrack.us.