[christo]

You could totally put computer virus malware in a mouse!

A USB connected device could not only be a mouse, but running, say, an Arduino or similar, record sound, broadcast data wirelessly (even over cellular networks), and respond to an external remote control.

It could enter keystrokes into the computer. It could open a shell, pipe arbitrary data into a file, execute the file as an application and communicate over USB serial with the application on the computer.

Another example: http://hackaday.com/2013/01/26/extracting-data-with-usb-hid/