Security researchers found out that over years the NSA manipulated the firmware of HDDs which allowed to compromise systems all over the world in a way which is almost impossible to detect by any operating system. This shows the effort the agency puts into spying on foreign countries, corporations and end users.
source: https://www.theregister.com/2015/02/17/kaspersky_labs_equation_group/
archived source: https://wellthissucks.xyz/2015/02/17/nsa-infiltrated-hdd-firmware-archived-source/