In the US, Congress is prohibited from passing retroactive laws by clause 3 of Article I, Section 9 of the United States Constitution; States by clause 1 of Article I, Section 10. In 1798, it was decided that these restrictions do not apply to civilian cases. In fact, retroactive laws have been primarily passed to target people who could be labeled as sex offendors. Currently, the consensus is that possession of Japanese illustrated pornographic material cannot be considered a sex offense, because depictions of sexual abuse, pedophilia, etc, are fictional and do not harm anyone. But the rulings could change at a whim.
The Six Strikes thing sounds imposing, but it's really harmless. It's set up to scare rather than to actually take action against anyone. The worst they can do is slow your internet down to a crawl.
Internet Service Providers retain logs of your activity. This previously was only for 5-18 months, but it is now federally required that ISPs keep your data for 5 years. They have full access to your information if they have any excuse to get you. If you are obsessed with your privacy, you are basically screwed. All your downloads, legal or otherwise, are automatically logged, and will be considered. If you're American, the rules are different in South America, Europe, and Asia, so if you're planning on moving, consider local internet laws.