Guess what? They do. From ABC News, regarding the VA Tech shooter:
Some news accounts have suggested that Cho had a history of antidepressant use, but senior federal officials tell ABC News that they can find no record of such medication in the government's files. This does not completely rule out prescription drug use, including samples from a physician, drugs obtained through illegal Internet sources, or a gap in the federal database, but the sources say theirs is a reasonably complete search.We don't even have a list of gun owners, and we have a list of everyone who has been prescribed anti-depressants? And in fact, the article suggests that this isn't just a database of patients who use anti-depressants, it's a federal database of every prescription drug you've ever bought.
What exactly do the Bushies do with that list? And what other lists do they have of which medications you've ever taken?