Although you may have a proxy such as tor, there are still methods that allow websites to retrieve information from your computer. This namespace gathers information on how these methods work.
While your browser HTTP requests may be coerced to run through a proxy, a Java applet or a Flash object, can just as well access your hardware and then transmit that information to a different port over TCP (or UDP, etc... why not). This bypasses Tor completely since Tor just does TCP. This is a more generalized form of CSS.