I assume that landing pages and emails do, but was not positive on anything else.
Any insight on the topic would be much appreciated!
If Munchkin is tracking links on that content (which it will by default) then the activity is logged to Marketo.
If it's a previously associated web session, then by definition that means explicitly provided customer data is associated with the activity.
If it's an anonymous session, then only inferred customer data (IP address, and IP-to-netblock-owner resolution when possible) would be associated with the download. Marketo has also recently introduced the ability to anonymize IP addresses to reduce the data stored for an anonymous session.