recaptcha.org^W^Wgoogle.com
I thought it was explicitly made plain that Google were using your activity on Google properties to inform their CAPTCHAs back when they moved reCAPTCHA from its own domain to be hosted instead on google.com, where they can potentially access the cookies from any other google.com property.
As another reason not to use it, this means that using Google's CAPTCHA means that you lock out everyone in China from using your service, where google.com is blocked by the Great Firewall, and using VPNs can get you arrested (or worse, your humanity^Wsocial score reduced).