When it suits them (i.e. when there is data to be gained). But it's more often done through the courts, and when it needs to be a covert op, I'm guessing they'd get their buddies in friendly countries to do the dirty work.
If the usa does I don't understand why you expect we'd know about it. Also the us totally does and we do know about it - the nsa buys zero days - it's not exactly a secret lol
