Just an off-the-top-of-my-head idea: Could you give people a bookmarklet or an extension that they can run when they are on their order history page that exports all the Amazon product IDs?
I was going to write something similar to this. One issue, though, is that it doesn't necessarily track new purchases.
To do that as well, it needs to be an extension and it should also monitor whenever you buy something. If there is a concern that purchases might happen when on another computer, you could allow the user to enter their password into the extension so that the extension can monitor things for you in the background. While users don't have a guarantee that the extension is using the password securely, at least it is possible for the source code to be inspected.
You can actually download your entire order history as a CSV (which is kind of fun -- on the account page, find "Download Order Reports"), which could then be uploaded into this service to get a report on everything you've purchased. The only sensitive information included in the report is name and address.
