I suspect there are different tiers of lists from watch all the way from "watch" to "make disappear day one". I know which list I prefer being on lol.
Here's one example of how the concept (and fear) of being 'on a watch list' was in Czechoslovakia - during Communism and for certain 3-4yrs after the fall of Communism.
Back in 95-96 when I worked in Prague the subway system was a complete 'honour' system. There were no turnstiles, no gates, no barriers to entry or exist - nothing preventing a person just walking right onto the trains. But, at the entrance to every station were ticket kiosks which depending on the time of day were either manned or unmanned where you could buy a ticket, in addition there were automatic ticket dispensers along the wall. In practice you were to buy a ticket from the kiosk or the dispenser and then 'validate' the ticket at a little machine at the entrance before walking onto the train. The 'validation' basically just printed a date/time stamp on the ticket. Afterward you were to keep the ticket on your person as 'proof of payment.' This process was not clear to me as a foreigner working there, there was no English signs explaining the process, no one in the little booth explained anything to me and more often than not didn't speak English and my basic Polish/Czech was useless. So, I just would walk on the train every morning and every evening to and from work. I did see people buying these tickets and getting them 'validated' but no one was checking and no one was prevented from just walking straight on.
After about 2 months I finally asked a Czech co-worker after work while having a few pints. They were about 35yrs old, educated and quite happy with where things were moving in the newly free Czech Republic. When I told them what I was doing they went white in the face, they got agitated and starting talking fast and quiet saying that I shouldn't be doing that and that I needed to stop this immediately. I asked what the big deal was, yes it was fare evasion, but not murder. They said that in the 'old' days that everyone knew to pay because very randomly, without warning the city police would block the exit of an entire metro station and demand to see 'validated' tickets - NOT to fine anyone but to get their name, address, employer, etc and that this would go into 'the system.' My co-worker said that you NEVER wanted you name to be put into 'the system' because that meant that you were someone to be watched, someone who was not conforming to the rules, to the system and if it occurred often enough, you'd be kicked out of your field of study in university and have only limited options in other fields, you'd lose your job, not be allowed for promotion, your name removed from the list for a larger apartment, your ability to go to certain Warsaw Pact countries for your holidays. This 'honour system' was still in place 4yrs after the fall of communism.
After this I started buying and validating a ticket. A few months after this I was caught up in one of these event's when the city police would seal the exits, it happened at Staro Mesto station, and every single person trying to leave the station had to present a 'validated' ticket before leaving the station. There were people (mostly tourists) who didn't have validated tickets and the Czechs were having to present to internal identity papers where their contact information was being copied out. In the case of the tourists, they were being shaken down for on the spot 'fines', in just about any western currency they had before being allowed to leave. These 'fines' for certain were going directly into the pockets of the police because no receipt was being issued.